+11,904.6%
ADP vs VSH
+1,203.4%
+10,701.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -2.1% |
| 7D | +3.2% | -12.9% | +16.2% | +5.1% |
| 30D | +14.9% | -36.9% | +51.8% | +22.2% |
| 3M | +11.6% | -28.8% | +40.4% | +15.6% |
| 6M | +48.5% | -30.3% | +78.8% | +49.2% |
| YTD | +20.6% | +62.4% | -41.8% | +3.6% |
| 1Y | +23.7% | +62.5% | -38.8% | +6.1% |
| 3Y | +47.8% | +7.4% | +40.4% | +31.2% |
| 5Y | +47.7% | +25.4% | +22.3% | +26.4% |
| 10Y | +324.0% | +102.6% | +221.3% | +226.5% |
| All | +11,904.6% | +1,203.4% | +10,701.2% | +5,756.1% |
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