+47.9%
ADP vs VWO
+32.1%
+15.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -5.7% | -1.7% | -4.0% | -5.2% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | +16.6% | +4.0% | +12.6% | +14.7% |
| 6M | +24.9% | +8.1% | +16.8% | +20.5% |
| YTD | +5.6% | +11.6% | -6.0% | +0.2% |
| 1Y | -6.0% | +16.2% | -22.3% | -12.6% |
| 3Y | +14.5% | +63.3% | -48.8% | -11.3% |
| 5Y | +47.9% | +33.4% | +14.5% | +24.5% |
| All | +47.9% | +32.1% | +15.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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