+1,283.7%
ADP vs VUG
+1,251.8%
+32.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +2.8% | -0.3% | +3.1% | +3.0% |
| 3M | +20.9% | -0.7% | +21.6% | +20.5% |
| 6M | +29.9% | +14.6% | +15.2% | +15.4% |
| YTD | +9.6% | +9.0% | +0.6% | +1.2% |
| 1Y | -5.3% | +14.9% | -20.1% | -16.4% |
| 3Y | +16.5% | +86.0% | -69.6% | -32.3% |
| 5Y | +49.4% | +76.7% | -27.3% | -11.8% |
| 10Y | +282.2% | +411.3% | -129.1% | -8.7% |
| All | +1,283.7% | +1,251.8% | +32.0% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling