+769.3%
VST vs ADP
+49.8%
+719.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.0% |
| 7D | +8.9% | -3.4% | +12.3% | +9.7% |
| 30D | +6.2% | +2.8% | +3.4% | +5.4% |
| 3M | -2.7% | +20.9% | -23.7% | -8.0% |
| 6M | -8.4% | +29.9% | -38.2% | -15.8% |
| YTD | -7.2% | +9.6% | -16.8% | -8.9% |
| 1Y | -20.9% | -5.3% | -15.6% | -17.5% |
| 3Y | +384.0% | +16.5% | +367.5% | +360.2% |
| All | +769.3% | +49.8% | +719.6% | +554.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling