+2,723.0%
VRT vs ADP
+151.3%
+2,571.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.4% | +5.2% |
| 7D | +9.1% | -3.4% | +12.6% | +10.7% |
| 30D | +0.9% | +2.8% | -1.9% | -0.5% |
| 3M | -13.4% | +20.9% | -34.3% | -22.3% |
| 6M | +11.7% | +29.9% | -18.2% | -5.0% |
| YTD | +73.2% | +9.6% | +63.6% | +60.8% |
| 1Y | +123.4% | -5.3% | +128.7% | +124.9% |
| 3Y | +606.2% | +16.5% | +589.7% | +518.0% |
| 5Y | +899.9% | +49.4% | +850.5% | +671.6% |
| All | +2,723.0% | +151.3% | +2,571.7% | +1,684.4% |
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