+35.6%
ADP vs VLTO
+55.4%
-19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +0.3% | +0.8% | -0.6% | -0.1% |
| 30D | +11.6% | +18.7% | -7.1% | +3.5% |
| 3M | +15.1% | +21.7% | -6.6% | +5.5% |
| 6M | +46.0% | +35.8% | +10.2% | +28.2% |
| YTD | +22.4% | +18.3% | +4.1% | +12.9% |
| 1Y | +24.5% | +20.9% | +3.6% | +13.8% |
| 3Y | +44.8% | +68.8% | -24.0% | +22.6% |
| All | +35.6% | +55.4% | -19.8% | +16.7% |
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