+18.9%
ADP vs VSH
+33.6%
-14.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.1% |
| 7D | -3.4% | +4.1% | -7.5% | -3.4% |
| 30D | +2.8% | -4.2% | +6.9% | +2.8% |
| 3M | +20.9% | -50.0% | +70.9% | +23.3% |
| 6M | +29.9% | +80.2% | -50.3% | +20.4% |
| YTD | +9.6% | +121.1% | -111.4% | -0.5% |
| 1Y | -5.3% | +112.0% | -117.3% | -14.0% |
| All | +18.9% | +33.6% | -14.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling