+1,162.4%
VST vs ADP
+315.9%
+846.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | -6.0% | +3.2% | -9.2% | -7.3% |
| 30D | -18.8% | +12.8% | -31.5% | -22.8% |
| 3M | -8.0% | +12.3% | -20.4% | -12.8% |
| 6M | -10.9% | +45.4% | -56.3% | -25.1% |
| YTD | -18.3% | +21.4% | -39.7% | -26.1% |
| 1Y | -29.9% | +23.7% | -53.6% | -37.4% |
| 3Y | +290.3% | +43.6% | +246.7% | +221.3% |
| 5Y | +635.3% | +48.7% | +586.6% | +483.3% |
| 10Y | +1,162.4% | +316.1% | +846.3% | +713.8% |
| All | +1,162.4% | +315.9% | +846.5% | +713.8% |
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