-5.3%
ADP vs VTEB
+3.1%
-8.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -0.8% | -2.7% | -3.2% |
| 30D | +2.8% | -1.3% | +4.1% | +3.2% |
| 3M | +20.9% | -2.1% | +23.1% | +21.2% |
| 6M | +29.9% | -1.7% | +31.6% | +30.0% |
| YTD | +9.6% | -0.6% | +10.2% | +9.9% |
| 1Y | -5.3% | +3.1% | -8.3% | -3.8% |
| All | -5.3% | +3.1% | -8.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling