+49.1%
ADP vs XLB
+29.2%
+19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +3.2% | -1.5% | +4.7% | +4.0% |
| 30D | +14.9% | +6.1% | +8.8% | +11.3% |
| 3M | +11.6% | 0.0% | +11.6% | +11.4% |
| 6M | +48.5% | 0.0% | +48.5% | +47.6% |
| YTD | +20.6% | +16.0% | +4.5% | +8.0% |
| 1Y | +23.7% | +24.7% | -1.0% | +5.6% |
| 3Y | +47.8% | +40.4% | +7.4% | +13.9% |
| All | +49.1% | +29.2% | +19.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling