+80.9%
ADP vs EXE
+192.2%
-111.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -5.5% | -1.8% | -3.7% | -5.2% |
| 30D | -1.2% | +6.4% | -7.6% | -2.1% |
| 3M | +17.9% | +9.2% | +8.6% | +16.2% |
| 6M | +20.3% | -7.0% | +27.3% | +21.3% |
| YTD | +5.8% | -9.5% | +15.3% | +6.9% |
| 1Y | -7.7% | +6.2% | -13.9% | -9.3% |
| 3Y | +14.7% | +20.7% | -6.0% | +10.1% |
| 5Y | +45.8% | +103.6% | -57.9% | +33.1% |
| All | +80.9% | +192.2% | -111.3% | +62.6% |
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