+47.1%
ADP vs VTR
+130.0%
-82.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +10.6% | +5.5% | +5.1% | +9.5% |
| 3M | +12.9% | -0.9% | +13.8% | +13.0% |
| 6M | +50.6% | -0.4% | +51.1% | +50.5% |
| YTD | +23.2% | +17.0% | +6.2% | +19.3% |
| 1Y | +25.3% | +18.0% | +7.3% | +21.0% |
| 3Y | +47.1% | +127.4% | -80.2% | +27.2% |
| All | +47.1% | +130.0% | -82.9% | +27.2% |
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