+2,810.1%
ADP vs VTR
+1,485.3%
+1,324.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +12.9% | -0.9% | +13.8% | +13.1% |
| 6M | +50.6% | -0.4% | +51.1% | +50.5% |
| YTD | +23.2% | +17.0% | +6.2% | +19.0% |
| 1Y | +25.3% | +18.0% | +7.3% | +20.8% |
| 3Y | +47.1% | +127.4% | -80.2% | +24.2% |
| 5Y | +50.1% | +92.3% | -42.2% | +29.6% |
| 10Y | +323.6% | +129.6% | +194.1% | +234.5% |
| All | +2,810.1% | +1,485.3% | +1,324.8% | +1,669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling