+10,436.7%
ADP vs VTRS
+557.1%
+9,879.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -1.2% | +1.9% | -3.1% | -1.6% |
| 3M | +17.9% | +5.1% | +12.8% | +16.7% |
| 6M | +20.3% | +20.1% | +0.3% | +16.3% |
| YTD | +5.8% | +36.6% | -30.7% | -0.1% |
| 1Y | -7.7% | +64.1% | -71.8% | -15.7% |
| 3Y | +14.7% | +86.4% | -71.6% | +1.0% |
| 5Y | +45.8% | +40.9% | +4.9% | +32.1% |
| 10Y | +270.5% | -48.7% | +319.2% | +275.1% |
| All | +10,436.7% | +557.1% | +9,879.5% | +5,781.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling