+262.4%
VST vs ADP
+48.5%
+213.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.8% | +10.4% |
| 7D | -9.8% | +3.2% | -13.0% | -9.4% |
| 30D | -25.1% | +14.9% | -40.0% | -24.1% |
| 3M | -11.6% | +11.6% | -23.2% | -10.6% |
| 6M | -20.9% | +48.5% | -69.4% | -21.2% |
| YTD | -22.3% | +20.6% | -42.9% | -18.1% |
| 1Y | -32.0% | +23.7% | -55.7% | -29.1% |
| 3Y | +262.4% | +47.8% | +214.6% | +306.7% |
| All | +262.4% | +48.5% | +213.8% | +306.7% |
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