+444.2%
V vs ADP
+327.9%
+116.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | +9.5% | +11.5% | -2.0% | +2.5% |
| 3M | +16.7% | +12.0% | +4.6% | +8.6% |
| 6M | +32.9% | +43.8% | -10.9% | +5.8% |
| YTD | +21.1% | +20.1% | +1.0% | +7.0% |
| 1Y | +26.6% | +22.3% | +4.3% | +10.6% |
| 3Y | +78.4% | +43.3% | +35.1% | +41.1% |
| 5Y | +105.5% | +47.3% | +58.1% | +55.4% |
| 10Y | +444.2% | +313.7% | +130.5% | +127.5% |
| All | +444.2% | +327.9% | +116.4% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling