+1,112.0%
VST vs ADP
+318.0%
+794.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.8% | +11.0% |
| 7D | -9.8% | +3.2% | -13.0% | -11.1% |
| 30D | -25.1% | +14.9% | -40.0% | -29.4% |
| 3M | -11.6% | +11.6% | -23.2% | -15.9% |
| 6M | -20.9% | +48.5% | -69.4% | -34.1% |
| YTD | -22.3% | +20.6% | -42.9% | -29.6% |
| 1Y | -32.0% | +23.7% | -55.7% | -39.3% |
| 3Y | +262.4% | +47.8% | +214.6% | +193.8% |
| 5Y | +563.4% | +47.7% | +515.6% | +427.5% |
| All | +1,112.0% | +318.0% | +794.0% | +678.6% |
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