+29.3%
V vs ADP
+20.3%
+9.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.7% |
| 7D | +9.0% | +6.4% | +2.6% | +6.0% |
| 30D | +18.1% | +16.6% | +1.5% | +10.2% |
| 3M | +18.3% | +12.9% | +5.5% | +11.9% |
| 6M | +34.1% | +45.7% | -11.6% | +12.1% |
| YTD | +25.2% | +20.6% | +4.6% | +14.8% |
| 1Y | +29.3% | +20.5% | +8.8% | +18.1% |
| All | +29.3% | +20.3% | +9.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling