+21.4%
VZ vs ADP
+48.1%
-26.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +10.6% | +11.5% | -0.9% | +7.9% |
| 3M | -0.6% | +12.0% | -12.6% | -3.2% |
| 6M | +0.7% | +43.8% | -43.1% | -7.0% |
| YTD | +20.6% | +20.1% | +0.6% | +16.1% |
| 1Y | +22.7% | +22.3% | +0.4% | +17.5% |
| 3Y | +57.2% | +43.3% | +14.0% | +44.5% |
| 5Y | +21.4% | +47.3% | -26.0% | +7.5% |
| All | +21.4% | +48.1% | -26.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling