+1,164.9%
VST vs ADP
+322.2%
+842.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +6.6% | +2.2% | +4.4% | +5.8% |
| 30D | -12.4% | +10.6% | -22.9% | -16.0% |
| 3M | -9.0% | +12.9% | -21.9% | -13.8% |
| 6M | -6.4% | +50.6% | -57.1% | -22.4% |
| YTD | -17.2% | +23.2% | -40.4% | -25.5% |
| 1Y | -22.0% | +25.3% | -47.3% | -30.6% |
| 3Y | +296.7% | +47.1% | +249.5% | +223.2% |
| 5Y | +637.6% | +50.1% | +587.5% | +483.6% |
| All | +1,164.9% | +322.2% | +842.7% | +676.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling