+281.8%
ADP vs EXC
+152.8%
+128.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | +2.8% | -3.7% | +6.5% | +4.6% |
| 3M | +20.9% | -1.3% | +22.2% | +21.5% |
| 6M | +29.9% | -9.7% | +39.6% | +35.9% |
| YTD | +9.6% | +2.9% | +6.8% | +7.0% |
| 1Y | -5.3% | +4.4% | -9.7% | -8.5% |
| 3Y | +16.5% | +22.2% | -5.7% | +1.8% |
| 5Y | +49.4% | +46.7% | +2.7% | +15.9% |
| All | +281.8% | +152.8% | +128.9% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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