+14.7%
ADP vs VSXY
+335.0%
-320.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.5% |
| 7D | -5.5% | -6.8% | +1.3% | -5.4% |
| 30D | -1.2% | -20.4% | +19.1% | -1.0% |
| 3M | +17.9% | +2.9% | +15.0% | +17.8% |
| 6M | +20.3% | +67.9% | -47.6% | +18.9% |
| YTD | +5.8% | +44.9% | -39.0% | +4.9% |
| 1Y | -7.7% | +205.9% | -213.6% | -10.6% |
| 3Y | +14.7% | +373.9% | -359.1% | +9.2% |
| All | +14.7% | +335.0% | -320.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling