+938.9%
VTI vs ADP
+1,232.8%
-293.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +2.5% | +2.2% | +0.4% | +1.4% |
| 30D | -1.5% | +10.6% | -12.1% | -7.0% |
| 3M | -3.2% | +12.9% | -16.1% | -9.8% |
| 6M | +2.3% | +50.6% | -48.3% | -19.4% |
| YTD | +11.6% | +23.2% | -11.6% | -2.9% |
| 1Y | +13.8% | +25.3% | -11.5% | -2.1% |
| 3Y | +77.4% | +47.1% | +30.3% | +37.9% |
| 5Y | +64.6% | +50.1% | +14.5% | +24.5% |
| 10Y | +290.6% | +323.6% | -33.1% | +57.7% |
| All | +938.9% | +1,232.8% | -293.9% | +112.4% |
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