+449.7%
V vs ADP
+318.0%
+131.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | +2.2% | +3.2% | -1.0% | +0.3% |
| 30D | +13.6% | +14.9% | -1.3% | +4.4% |
| 3M | +14.3% | +11.6% | +2.7% | +6.7% |
| 6M | +33.1% | +48.5% | -15.4% | +3.8% |
| YTD | +21.2% | +20.6% | +0.7% | +6.8% |
| 1Y | +26.4% | +23.7% | +2.7% | +9.7% |
| 3Y | +77.6% | +47.8% | +29.8% | +37.9% |
| 5Y | +102.6% | +47.7% | +54.9% | +52.9% |
| All | +449.7% | +318.0% | +131.7% | +134.1% |
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 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