+743.6%
VLO vs ADP
+327.9%
+415.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -6.5% | +1.1% | -7.6% | -7.2% |
| 30D | -17.8% | +11.5% | -29.3% | -23.2% |
| 3M | +19.6% | +12.0% | +7.5% | +10.9% |
| 6M | +49.3% | +43.8% | +5.5% | +17.4% |
| YTD | +122.4% | +20.1% | +102.3% | +94.0% |
| 1Y | +107.4% | +22.3% | +85.1% | +78.5% |
| 3Y | +223.1% | +43.3% | +179.8% | +143.8% |
| 5Y | +432.2% | +47.3% | +384.9% | +276.5% |
| 10Y | +743.6% | +313.7% | +429.9% | +176.9% |
| All | +743.6% | +327.9% | +415.8% | +176.9% |
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