+316.8%
ADP vs EXC
+175.8%
+141.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.8% |
| 30D | +14.9% | +10.0% | +5.0% | +9.7% |
| 3M | +11.6% | +1.6% | +10.0% | +10.6% |
| 6M | +48.5% | +3.3% | +45.2% | +45.6% |
| YTD | +20.6% | +7.6% | +13.0% | +15.0% |
| 1Y | +23.7% | +3.5% | +20.2% | +20.1% |
| 3Y | +47.8% | +27.7% | +20.1% | +26.6% |
| 5Y | +47.7% | +41.1% | +6.6% | +17.4% |
| All | +316.8% | +175.8% | +141.1% | +146.4% |
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