+227.8%
VST vs ADP
+50.4%
+177.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.0% |
| 7D | -19.9% | +7.4% | -27.3% | -19.1% |
| 30D | -29.7% | +17.1% | -46.7% | -28.6% |
| 3M | -19.6% | +14.4% | -34.0% | -18.5% |
| 6M | -29.4% | +47.9% | -77.3% | -29.3% |
| YTD | -29.7% | +22.1% | -51.8% | -25.8% |
| 1Y | -40.0% | +21.8% | -61.8% | -36.7% |
| All | +227.8% | +50.4% | +177.4% | +268.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling