+1,421.7%
ADP vs VUG
+1,157.1%
+264.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | +3.2% | -3.4% | +6.6% | +5.6% |
| 30D | +14.9% | -11.1% | +26.0% | +24.4% |
| 3M | +11.6% | -7.2% | +18.9% | +16.9% |
| 6M | +48.5% | -4.1% | +52.6% | +50.3% |
| YTD | +20.6% | +1.4% | +19.2% | +16.4% |
| 1Y | +23.7% | +1.9% | +21.8% | +18.6% |
| 3Y | +47.8% | +77.7% | -29.9% | -12.1% |
| 5Y | +47.7% | +57.6% | -9.9% | -5.4% |
| 10Y | +324.0% | +398.6% | -74.6% | +1.9% |
| All | +1,421.7% | +1,157.1% | +264.6% | +65.5% |
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