+60.9%
VEA vs ADP
+43.9%
+17.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +0.3% | -5.7% | +6.0% | +1.8% |
| 30D | +0.4% | -3.1% | +3.5% | +1.2% |
| 3M | +4.8% | +15.6% | -10.8% | +0.2% |
| 6M | +11.3% | +20.8% | -9.5% | +4.6% |
| YTD | +17.4% | +4.7% | +12.6% | +16.0% |
| 1Y | +26.2% | -8.3% | +34.5% | +31.2% |
| 3Y | +77.7% | +13.6% | +64.2% | +68.0% |
| 5Y | +60.9% | +45.0% | +15.9% | +33.9% |
| All | +60.9% | +43.9% | +17.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling