+14.7%
ADP vs VTR
+131.6%
-116.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -1.2% | -3.7% | +2.5% | -0.6% |
| 3M | +17.9% | +13.5% | +4.3% | +15.6% |
| 6M | +20.3% | +7.2% | +13.1% | +18.7% |
| YTD | +5.8% | +17.6% | -11.7% | +2.3% |
| 1Y | -7.7% | +35.4% | -43.1% | -13.9% |
| 3Y | +14.7% | +132.8% | -118.1% | -4.0% |
| All | +14.7% | +131.6% | -116.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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