+46.7%
ADP vs VTV
+79.8%
-33.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.1% |
| 30D | -3.1% | -0.5% | -2.6% | -2.6% |
| 3M | +15.6% | +5.3% | +10.3% | +10.1% |
| 6M | +20.8% | +12.9% | +7.9% | +7.4% |
| YTD | +4.7% | +18.5% | -13.7% | -11.3% |
| 1Y | -8.3% | +25.3% | -33.6% | -26.6% |
| 3Y | +13.6% | +68.2% | -54.6% | -33.4% |
| All | +46.7% | +79.8% | -33.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling