-34.9%
VST vs ADP
+20.3%
-55.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.5% | -16.4% | -12.5% |
| 7D | -15.7% | +6.4% | -22.1% | -12.9% |
| 30D | -17.0% | +16.6% | -33.6% | -10.5% |
| 3M | -15.9% | +12.9% | -28.8% | -10.5% |
| 6M | -25.0% | +45.7% | -70.6% | -12.0% |
| YTD | -25.1% | +20.6% | -45.8% | -15.4% |
| 1Y | -34.9% | +20.5% | -55.4% | -27.2% |
| All | -34.9% | +20.3% | -55.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling