+654.4%
VRT vs ADP
+49.5%
+604.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | +10.5% | +2.2% | +8.3% | +9.9% |
| 30D | -9.3% | +10.6% | -19.9% | -12.7% |
| 3M | -29.6% | +12.9% | -42.5% | -33.0% |
| 6M | -45.4% | +50.6% | -96.0% | -55.8% |
| YTD | +24.8% | +23.2% | +1.6% | +13.6% |
| 1Y | +23.6% | +25.3% | -1.6% | +10.4% |
| 3Y | +379.7% | +47.1% | +332.5% | +249.5% |
| All | +654.4% | +49.5% | +604.9% | +403.1% |
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