+270.5%
ADP vs VUG
+408.5%
-138.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -5.5% | +0.9% | -6.3% | -6.0% |
| 30D | -1.2% | -1.4% | +0.2% | -0.3% |
| 3M | +17.9% | +2.3% | +15.5% | +15.3% |
| 6M | +20.3% | +15.7% | +4.6% | +7.4% |
| YTD | +5.8% | +8.6% | -2.8% | -1.3% |
| 1Y | -7.7% | +14.1% | -21.8% | -17.3% |
| 3Y | +14.7% | +87.9% | -73.2% | -32.1% |
| 5Y | +45.8% | +76.3% | -30.5% | -10.8% |
| 10Y | +270.5% | +409.7% | -139.2% | -15.9% |
| All | +270.5% | +408.5% | -138.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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