+2,490.1%
ADP vs VTR
+1,499.7%
+990.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -3.4% | -1.7% | -1.8% | -3.1% |
| 30D | +2.8% | -2.4% | +5.2% | +3.2% |
| 3M | +20.9% | +14.8% | +6.1% | +17.7% |
| 6M | +29.9% | +5.3% | +24.5% | +28.2% |
| YTD | +9.6% | +18.1% | -8.4% | +5.8% |
| 1Y | -5.3% | +36.7% | -42.0% | -11.3% |
| 3Y | +16.5% | +130.1% | -113.6% | -2.0% |
| 5Y | +49.4% | +89.5% | -40.1% | +29.3% |
| 10Y | +282.2% | +87.4% | +194.8% | +211.4% |
| All | +2,490.1% | +1,499.7% | +990.4% | +1,472.9% |
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