+1,740.6%
VRT vs ADP
+176.4%
+1,564.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | -21.4% | +3.2% | -24.6% | -22.5% |
| 30D | -25.8% | +14.9% | -40.7% | -30.5% |
| 3M | -33.5% | +11.6% | -45.2% | -37.3% |
| 6M | -49.0% | +48.5% | -97.5% | -59.1% |
| YTD | +12.9% | +20.6% | -7.6% | -0.3% |
| 1Y | 0.0% | +23.7% | -23.7% | -13.4% |
| 3Y | +361.8% | +47.8% | +314.0% | +251.4% |
| 5Y | +565.1% | +47.7% | +517.4% | +413.4% |
| All | +1,740.6% | +176.4% | +1,564.2% | +1,006.7% |
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