+110.6%
ADP vs EXE
+165.2%
-54.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +2.2% | +5.3% | -3.2% | +1.4% |
| 30D | +10.6% | -2.2% | +12.8% | +10.9% |
| 3M | +12.9% | -5.9% | +18.8% | +13.8% |
| 6M | +50.6% | -5.7% | +56.4% | +51.6% |
| YTD | +23.2% | -17.8% | +41.0% | +26.1% |
| 1Y | +25.3% | -23.1% | +48.4% | +29.4% |
| 3Y | +47.1% | +21.2% | +25.9% | +40.9% |
| 5Y | +50.1% | +78.8% | -28.8% | +39.4% |
| All | +110.6% | +165.2% | -54.6% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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