+364.9%
ADP vs VTEB
+26.6%
+338.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | -0.2% | -5.3% | -5.3% |
| 30D | -1.2% | -1.6% | +0.4% | +0.2% |
| 3M | +17.9% | -2.0% | +19.8% | +20.0% |
| 6M | +20.3% | -1.7% | +22.0% | +22.2% |
| YTD | +5.8% | -0.6% | +6.4% | +6.4% |
| 1Y | -7.7% | +1.8% | -9.5% | -9.3% |
| 3Y | +14.7% | +9.6% | +5.1% | +4.9% |
| 5Y | +45.8% | +2.1% | +43.7% | +42.5% |
| 10Y | +270.5% | +18.9% | +251.6% | +289.3% |
| All | +364.9% | +26.6% | +338.3% | +476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling