+1,142.3%
VST vs ADP
+319.4%
+822.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +10.9% | +0.9% | +10.0% | +10.5% |
| 30D | -15.6% | +11.9% | -27.5% | -19.5% |
| 3M | -7.8% | +13.7% | -21.5% | -12.9% |
| 6M | -12.0% | +46.8% | -58.7% | -26.2% |
| YTD | -16.9% | +21.8% | -38.7% | -25.0% |
| 1Y | -25.1% | +23.5% | -48.6% | -33.0% |
| 3Y | +297.1% | +44.1% | +253.0% | +226.4% |
| 5Y | +641.9% | +49.9% | +592.0% | +486.4% |
| 10Y | +1,142.3% | +318.8% | +823.5% | +681.0% |
| All | +1,142.3% | +319.4% | +822.9% | +681.0% |
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