+318.8%
ADP vs EXPD
+337.7%
-19.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | +11.9% | +0.6% | +11.3% | +11.3% |
| 3M | +13.7% | +9.8% | +3.9% | +8.7% |
| 6M | +46.8% | +25.8% | +21.0% | +31.8% |
| YTD | +21.8% | +31.3% | -9.5% | +6.1% |
| 1Y | +23.5% | +40.9% | -17.4% | +4.0% |
| 3Y | +44.1% | +74.7% | -30.7% | +5.9% |
| 5Y | +49.9% | +62.9% | -13.0% | +11.9% |
| 10Y | +318.8% | +334.3% | -15.6% | +81.4% |
| All | +318.8% | +337.7% | -19.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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