+45.0%
ADP vs VTR
+88.4%
-43.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -5.7% | -2.9% | -2.8% | -5.0% |
| 30D | -3.1% | -2.8% | -0.3% | -2.4% |
| 3M | +15.6% | +9.0% | +6.6% | +13.1% |
| 6M | +20.8% | +5.0% | +15.9% | +19.0% |
| YTD | +4.7% | +16.9% | -12.2% | 0.0% |
| 1Y | -8.3% | +34.3% | -42.6% | -16.0% |
| 3Y | +13.6% | +131.6% | -118.0% | -11.8% |
| 5Y | +45.0% | +88.0% | -43.0% | +14.8% |
| All | +45.0% | +88.4% | -43.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling