+33.0%
ADP vs VLTO
+56.1%
-23.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.2% |
| 30D | +11.5% | +21.8% | -10.3% | +2.2% |
| 3M | +12.0% | +20.2% | -8.2% | +3.3% |
| 6M | +43.8% | +36.3% | +7.5% | +26.0% |
| YTD | +20.1% | +18.8% | +1.2% | +10.5% |
| 1Y | +22.3% | +20.4% | +1.9% | +12.0% |
| 3Y | +43.3% | +71.9% | -28.6% | +20.6% |
| All | +33.0% | +56.1% | -23.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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