+10,816.5%
ADP vs VSH
+1,674.8%
+9,141.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.8% |
| 7D | -3.4% | +4.1% | -7.5% | -4.1% |
| 30D | +2.8% | -4.2% | +6.9% | +3.1% |
| 3M | +20.9% | -50.0% | +70.9% | +32.1% |
| 6M | +29.9% | +80.2% | -50.3% | +12.2% |
| YTD | +9.6% | +121.1% | -111.4% | -8.9% |
| 1Y | -5.3% | +112.0% | -117.3% | -21.2% |
| 3Y | +16.5% | +22.5% | -6.0% | +3.1% |
| 5Y | +49.4% | +64.0% | -14.6% | +24.4% |
| 10Y | +282.2% | +170.4% | +111.8% | +185.3% |
| All | +10,816.5% | +1,674.8% | +9,141.7% | +5,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling