+65.5%
VZ vs ADP
+318.0%
-252.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +2.1% | +3.2% | -1.1% | +1.2% |
| 30D | +1.4% | +14.9% | -13.5% | -2.5% |
| 3M | -1.3% | +11.6% | -12.9% | -4.4% |
| 6M | -0.5% | +48.5% | -49.0% | -11.3% |
| YTD | +19.6% | +20.6% | -0.9% | +12.8% |
| 1Y | +22.4% | +23.7% | -1.3% | +14.4% |
| 3Y | +55.9% | +47.8% | +8.1% | +37.2% |
| 5Y | +20.4% | +47.7% | -27.3% | +4.2% |
| All | +65.5% | +318.0% | -252.4% | -4.2% |
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