+897.3%
VST vs ADP
+336.3%
+561.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.6% |
| 7D | -19.9% | +7.4% | -27.3% | -22.1% |
| 30D | -29.7% | +17.1% | -46.7% | -34.0% |
| 3M | -19.6% | +14.4% | -34.0% | -24.1% |
| 6M | -29.4% | +47.9% | -77.3% | -40.8% |
| YTD | -29.7% | +22.1% | -51.8% | -36.4% |
| 1Y | -40.0% | +21.8% | -61.8% | -45.8% |
| 3Y | +231.0% | +50.5% | +180.5% | +167.8% |
| 5Y | +500.1% | +49.6% | +450.5% | +377.8% |
| 10Y | +1,004.2% | +329.3% | +674.9% | +693.5% |
| All | +897.3% | +336.3% | +561.0% | +641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling