+313.4%
ADP vs XLRE
+112.0%
+201.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -2.6% |
| 30D | +2.8% | -2.8% | +5.6% | +4.8% |
| 3M | +20.9% | -0.2% | +21.1% | +21.2% |
| 6M | +29.9% | +1.9% | +27.9% | +27.7% |
| YTD | +9.6% | +10.6% | -0.9% | +1.6% |
| 1Y | -5.3% | +8.8% | -14.1% | -11.2% |
| 3Y | +16.5% | +31.5% | -15.1% | -6.5% |
| 5Y | +49.4% | +6.6% | +42.8% | +39.1% |
| 10Y | +282.2% | +84.0% | +198.2% | +141.9% |
| All | +313.4% | +112.0% | +201.5% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling