+1,855.0%
VRT vs ADP
+178.3%
+1,676.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | -17.7% | +3.2% | -20.9% | -18.9% |
| 30D | -20.0% | +12.8% | -32.8% | -24.5% |
| 3M | -28.1% | +12.3% | -40.4% | -32.4% |
| 6M | -42.8% | +45.4% | -88.3% | -53.6% |
| YTD | +20.0% | +21.4% | -1.4% | +5.6% |
| 1Y | +3.5% | +23.7% | -20.2% | -10.2% |
| 3Y | +366.1% | +43.6% | +322.5% | +261.8% |
| 5Y | +632.2% | +48.7% | +583.5% | +463.7% |
| All | +1,855.0% | +178.3% | +1,676.7% | +1,072.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling