+317.2%
ADP vs XLB
+164.1%
+153.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.4% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | +11.6% | +5.3% | +6.3% | +7.6% |
| 3M | +15.1% | 0.0% | +15.1% | +14.8% |
| 6M | +46.0% | +1.2% | +44.8% | +43.6% |
| YTD | +22.4% | +16.9% | +5.5% | +6.8% |
| 1Y | +24.5% | +20.9% | +3.6% | +5.9% |
| 3Y | +44.8% | +43.3% | +1.5% | +6.1% |
| 5Y | +49.1% | +28.3% | +20.8% | +18.1% |
| All | +317.2% | +164.1% | +153.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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