-45.5%
VRT vs ADP
+45.0%
-90.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.1% | +9.0% |
| 7D | -10.6% | +1.1% | -11.7% | -8.5% |
| 30D | -17.4% | +11.5% | -28.9% | -4.1% |
| 3M | -26.4% | +12.0% | -38.4% | -13.7% |
| All | -45.5% | +45.0% | -90.5% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling