+1,041.8%
ADP vs VYM
+492.8%
+549.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | -0.5% | +3.3% | +3.3% |
| 3M | +20.9% | +3.0% | +17.9% | +17.5% |
| 6M | +29.9% | +8.2% | +21.7% | +20.3% |
| YTD | +9.6% | +15.8% | -6.2% | -4.6% |
| 1Y | -5.3% | +20.8% | -26.1% | -20.9% |
| 3Y | +16.5% | +65.3% | -48.8% | -27.5% |
| 5Y | +49.4% | +76.6% | -27.2% | -11.9% |
| 10Y | +282.2% | +203.9% | +78.3% | +42.2% |
| All | +1,041.8% | +492.8% | +549.0% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling