+20.8%
ADP vs VWO
+12.9%
+7.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.3% |
| 7D | -5.7% | +0.2% | -5.8% | -5.6% |
| 30D | -3.1% | +0.9% | -4.0% | -2.7% |
| 3M | +15.6% | +4.3% | +11.3% | +18.0% |
| 6M | +20.8% | +10.5% | +10.3% | +23.6% |
| All | +20.8% | +12.9% | +7.9% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling