-5.3%
ADP vs VTRS
+66.3%
-71.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.4% | +3.3% | -6.7% | -3.7% |
| 30D | +2.8% | -3.6% | +6.4% | +3.1% |
| 3M | +20.9% | +7.0% | +14.0% | +20.0% |
| 6M | +29.9% | +17.5% | +12.4% | +28.0% |
| YTD | +9.6% | +38.8% | -29.1% | +5.3% |
| 1Y | -5.3% | +69.2% | -74.5% | -11.7% |
| All | -5.3% | +66.3% | -71.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling