+47.9%
ADP vs VTRS
+40.7%
+7.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -5.7% | -3.3% | -2.4% | -5.2% |
| 30D | -1.4% | +1.4% | -2.8% | -1.6% |
| 3M | +16.6% | +4.6% | +11.9% | +15.5% |
| 6M | +24.9% | +18.1% | +6.9% | +21.3% |
| YTD | +5.6% | +34.7% | -29.1% | -0.1% |
| 1Y | -6.0% | +65.6% | -71.7% | -14.4% |
| 3Y | +14.5% | +83.8% | -69.3% | -0.5% |
| 5Y | +47.9% | +46.5% | +1.4% | +28.9% |
| All | +47.9% | +40.7% | +7.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling