+778.9%
VLO vs ADP
+319.4%
+459.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | +6.8% | +0.3% | +6.5% | +6.6% |
| 30D | -17.9% | +11.6% | -29.5% | -23.4% |
| 3M | +13.5% | +15.1% | -1.5% | +3.6% |
| 6M | +53.0% | +46.0% | +7.0% | +19.3% |
| YTD | +133.7% | +22.4% | +111.3% | +101.6% |
| 1Y | +115.7% | +24.5% | +91.2% | +83.6% |
| 3Y | +231.9% | +44.8% | +187.1% | +149.1% |
| 5Y | +471.6% | +49.1% | +422.5% | +302.3% |
| All | +778.9% | +319.4% | +459.5% | +188.6% |
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