+278.9%
ADP vs XLRE
+89.0%
+189.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -2.8% | -1.2% | -1.6% | -2.0% |
| 30D | +0.2% | -2.4% | +2.6% | +2.0% |
| 3M | +20.5% | -2.5% | +23.0% | +22.8% |
| 6M | +28.8% | +4.0% | +24.8% | +24.8% |
| YTD | +6.6% | +9.3% | -2.7% | -0.5% |
| 1Y | -6.9% | +5.6% | -12.5% | -11.0% |
| 3Y | +16.1% | +31.3% | -15.1% | -7.2% |
| 5Y | +49.3% | +9.5% | +39.8% | +35.8% |
| All | +278.9% | +89.0% | +189.9% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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