+278.9%
ADP vs VYM
+209.2%
+69.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -1.9% |
| 30D | +0.2% | -2.2% | +2.5% | +2.6% |
| 3M | +20.5% | +3.1% | +17.4% | +16.7% |
| 6M | +28.8% | +9.7% | +19.0% | +16.5% |
| YTD | +6.6% | +14.9% | -8.3% | -8.2% |
| 1Y | -6.9% | +17.6% | -24.5% | -21.9% |
| 3Y | +16.1% | +65.3% | -49.2% | -33.0% |
| 5Y | +49.3% | +78.7% | -29.4% | -20.6% |
| All | +278.9% | +209.2% | +69.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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