+297.8%
VTI vs ADP
+286.3%
+11.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -0.9% | -2.8% | +1.9% | +0.4% |
| 30D | -1.4% | +0.2% | -1.7% | -1.7% |
| 3M | +3.6% | +20.5% | -16.9% | -6.3% |
| 6M | +13.6% | +28.8% | -15.2% | -1.6% |
| YTD | +12.9% | +6.6% | +6.3% | +7.6% |
| 1Y | +17.2% | -6.9% | +24.1% | +19.7% |
| 3Y | +75.7% | +16.1% | +59.5% | +57.2% |
| 5Y | +75.4% | +49.3% | +26.1% | +35.1% |
| All | +297.8% | +286.3% | +11.5% | +107.0% |
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