+473.2%
VLO vs ADP
+49.5%
+423.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +9.6% | +2.2% | +7.5% | +8.9% |
| 30D | -17.4% | +10.6% | -28.0% | -20.1% |
| 3M | +10.8% | +12.9% | -2.2% | +6.1% |
| 6M | +56.9% | +50.6% | +6.3% | +35.4% |
| YTD | +136.8% | +23.2% | +113.6% | +118.5% |
| 1Y | +120.7% | +25.3% | +95.4% | +102.1% |
| 3Y | +231.9% | +47.1% | +184.8% | +184.2% |
| All | +473.2% | +49.5% | +423.8% | +392.6% |
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 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