+33,533.0%
VLO vs ADP
+12,213.2%
+21,319.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.8% |
| 7D | -13.3% | +3.2% | -16.6% | -14.7% |
| 30D | -18.3% | +14.9% | -33.2% | -23.6% |
| 3M | +14.3% | +11.6% | +2.7% | +8.1% |
| 6M | +47.6% | +48.5% | -0.8% | +21.2% |
| YTD | +116.0% | +20.6% | +95.4% | +94.1% |
| 1Y | +101.0% | +23.7% | +77.3% | +78.2% |
| 3Y | +199.0% | +47.8% | +151.2% | +140.8% |
| 5Y | +419.0% | +47.7% | +371.3% | +309.4% |
| 10Y | +778.2% | +324.0% | +454.2% | +337.5% |
| All | +33,533.0% | +12,213.2% | +21,319.8% | +6,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling