+275.2%
ADP vs VTV
+232.1%
+43.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | -5.7% | -2.1% | -3.7% | -3.7% |
| 30D | -1.4% | -1.3% | -0.1% | -0.1% |
| 3M | +16.6% | +5.6% | +10.9% | +10.0% |
| 6M | +24.9% | +12.4% | +12.5% | +10.3% |
| YTD | +5.6% | +17.6% | -12.1% | -11.3% |
| 1Y | -6.0% | +23.5% | -29.5% | -24.9% |
| 3Y | +14.5% | +67.0% | -52.6% | -33.8% |
| 5Y | +47.9% | +80.5% | -32.7% | -21.0% |
| All | +275.2% | +232.1% | +43.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling