+11,853.5%
ADP vs VSH
+1,378.7%
+10,474.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.4% | -13.9% | -2.5% |
| 7D | +1.1% | +3.5% | -2.4% | 0.0% |
| 30D | +11.5% | -22.4% | +33.9% | +14.7% |
| 3M | +12.0% | -25.2% | +37.2% | +15.2% |
| 6M | +43.8% | -22.5% | +66.3% | +42.1% |
| YTD | +20.1% | +84.2% | -64.1% | +1.0% |
| 1Y | +22.3% | +87.1% | -64.8% | +2.4% |
| 3Y | +43.3% | +31.7% | +11.6% | +22.9% |
| 5Y | +47.3% | +42.6% | +4.8% | +23.5% |
| 10Y | +313.7% | +116.6% | +197.1% | +214.9% |
| All | +11,853.5% | +1,378.7% | +10,474.9% | +5,609.9% |
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