+48.5%
ADP vs VSH
-29.0%
+77.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -0.3% |
| 7D | +3.2% | -12.9% | +16.2% | +1.2% |
| 30D | +14.9% | -36.9% | +51.8% | +7.7% |
| 3M | +11.6% | -28.8% | +40.4% | +7.0% |
| 6M | +48.5% | -30.3% | +78.8% | +44.0% |
| All | +48.5% | -29.0% | +77.5% | +44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling