+45.9%
ADP vs VSXY
+33.4%
+12.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | -5.7% | -0.3% | -5.4% | -5.7% |
| 30D | -1.4% | -22.1% | +20.7% | -0.1% |
| 3M | +16.6% | -1.1% | +17.7% | +16.3% |
| 6M | +24.9% | +53.8% | -28.9% | +20.2% |
| YTD | +5.6% | +35.5% | -29.9% | +2.2% |
| 1Y | -6.0% | +186.0% | -192.0% | -14.6% |
| 3Y | +14.5% | +343.2% | -328.7% | -5.6% |
| 5Y | +47.9% | +19.0% | +28.9% | +37.4% |
| All | +45.9% | +33.4% | +12.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling