+158.3%
VEA vs ADP
+1,125.3%
-967.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.1% |
| 30D | +0.2% | +10.6% | -10.4% | -5.4% |
| 3M | -5.3% | +12.9% | -18.3% | -12.0% |
| 6M | -0.9% | +50.6% | -51.6% | -22.9% |
| YTD | +12.2% | +23.2% | -11.0% | -3.3% |
| 1Y | +16.1% | +25.3% | -9.2% | -1.0% |
| 3Y | +73.0% | +47.1% | +25.9% | +31.1% |
| 5Y | +53.7% | +50.1% | +3.7% | +11.5% |
| 10Y | +159.3% | +323.6% | -164.3% | -18.3% |
| All | +158.3% | +1,125.3% | -967.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling