+22.3%
ADP vs VSH
+83.5%
-61.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.4% | -13.9% | +1.2% |
| 7D | +1.1% | +3.5% | -2.4% | +1.9% |
| 30D | +11.5% | -22.4% | +33.9% | +9.0% |
| 3M | +12.0% | -25.2% | +37.2% | +9.5% |
| 6M | +43.8% | -22.5% | +66.3% | +38.9% |
| YTD | +20.1% | +84.2% | -64.1% | +13.0% |
| All | +22.3% | +83.5% | -61.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling