+900.2%
VLO vs ADP
+269.5%
+630.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +5.4% |
| 7D | +5.8% | -5.5% | +11.2% | +9.2% |
| 30D | +28.3% | -1.2% | +29.6% | +28.9% |
| 3M | +48.7% | +17.9% | +30.9% | +32.9% |
| 6M | +71.9% | +20.3% | +51.6% | +50.7% |
| YTD | +138.7% | +5.8% | +132.8% | +125.7% |
| 1Y | +148.5% | -7.7% | +156.2% | +155.3% |
| 3Y | +192.7% | +14.7% | +177.9% | +154.6% |
| 5Y | +601.6% | +45.8% | +555.8% | +389.9% |
| 10Y | +900.2% | +270.5% | +629.7% | +334.3% |
| All | +900.2% | +269.5% | +630.7% | +334.3% |
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