+1,283.7%
ADP vs VTV
+721.7%
+562.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.8% |
| 30D | +2.8% | +1.1% | +1.7% | +1.8% |
| 3M | +20.9% | +5.9% | +15.1% | +15.0% |
| 6M | +29.9% | +11.6% | +18.2% | +17.7% |
| YTD | +9.6% | +19.8% | -10.2% | -6.5% |
| 1Y | -5.3% | +26.2% | -31.5% | -22.7% |
| 3Y | +16.5% | +68.5% | -52.0% | -25.8% |
| 5Y | +49.4% | +79.9% | -30.5% | -9.3% |
| 10Y | +282.2% | +229.7% | +52.5% | +45.5% |
| All | +1,283.7% | +721.7% | +562.1% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling