+33.6%
ADP vs VLTO
+54.8%
-21.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +3.2% | +5.4% | -2.2% | +0.9% |
| 30D | +14.9% | +22.3% | -7.4% | +5.2% |
| 3M | +11.6% | +19.6% | -8.0% | +3.1% |
| 6M | +48.5% | +35.2% | +13.3% | +30.6% |
| YTD | +20.6% | +17.9% | +2.7% | +11.4% |
| 1Y | +23.7% | +19.5% | +4.2% | +13.6% |
| 3Y | +47.8% | +73.9% | -26.1% | +24.0% |
| All | +33.6% | +54.8% | -21.2% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling