+420.0%
VLO vs ADP
+47.3%
+372.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -13.3% | +3.2% | -16.6% | -14.3% |
| 30D | -18.3% | +14.9% | -33.2% | -22.0% |
| 3M | +14.3% | +11.6% | +2.7% | +10.0% |
| 6M | +47.6% | +48.5% | -0.8% | +27.9% |
| YTD | +116.0% | +20.6% | +95.4% | +100.6% |
| 1Y | +101.0% | +23.7% | +77.3% | +84.7% |
| 3Y | +199.0% | +47.8% | +151.2% | +155.1% |
| All | +420.0% | +47.3% | +372.6% | +337.9% |
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 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