+54.0%
VEA vs ADP
+49.5%
+4.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | +0.2% | +10.6% | -10.4% | -2.3% |
| 3M | -5.3% | +12.9% | -18.3% | -8.3% |
| 6M | -0.9% | +50.6% | -51.6% | -12.1% |
| YTD | +12.2% | +23.2% | -11.0% | +6.5% |
| 1Y | +16.1% | +25.3% | -9.2% | +9.4% |
| 3Y | +73.0% | +47.1% | +25.9% | +50.8% |
| All | +54.0% | +49.5% | +4.5% | +30.1% |
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 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