+173.7%
VEA vs ADP
+990.6%
-816.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.6% |
| 7D | +1.0% | -3.4% | +4.4% | +2.9% |
| 30D | +1.9% | +2.8% | -0.8% | +0.2% |
| 3M | +3.2% | +20.9% | -17.7% | -8.3% |
| 6M | +10.2% | +29.9% | -19.6% | -7.3% |
| YTD | +18.9% | +9.6% | +9.3% | +9.8% |
| 1Y | +29.3% | -5.3% | +34.6% | +29.8% |
| 3Y | +76.8% | +16.5% | +60.3% | +53.5% |
| 5Y | +61.2% | +49.4% | +11.8% | +16.4% |
| 10Y | +163.3% | +282.2% | -118.9% | -12.2% |
| All | +173.7% | +990.6% | -816.9% | -64.4% |
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