+560.5%
VLO vs ADP
+49.8%
+510.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +5.2% | -3.4% | +8.6% | +6.4% |
| 30D | +22.6% | +2.8% | +19.8% | +21.4% |
| 3M | +43.8% | +20.9% | +22.8% | +34.3% |
| 6M | +65.7% | +29.9% | +35.9% | +50.5% |
| YTD | +131.1% | +9.6% | +121.5% | +122.2% |
| 1Y | +143.6% | -5.3% | +148.9% | +147.0% |
| 3Y | +201.4% | +16.5% | +184.9% | +181.9% |
| All | +560.5% | +49.8% | +510.7% | +500.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling