+76.8%
V vs ADP
+44.3%
+32.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +0.8% | +3.2% | -2.4% | -0.9% |
| 30D | +9.9% | +12.8% | -2.8% | +2.8% |
| 3M | +17.5% | +12.3% | +5.2% | +9.9% |
| 6M | +33.5% | +45.4% | -12.0% | +6.9% |
| YTD | +21.6% | +21.4% | +0.2% | +8.8% |
| 1Y | +27.6% | +23.7% | +3.9% | +12.7% |
| All | +76.8% | +44.3% | +32.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling