+1,320.8%
ADP vs XME
+179.0%
+1,141.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.1% |
| 30D | +12.8% | -9.2% | +21.9% | +15.2% |
| 3M | +12.3% | -17.8% | +30.1% | +17.4% |
| 6M | +45.4% | -20.0% | +65.4% | +51.5% |
| YTD | +21.4% | -6.6% | +28.0% | +19.6% |
| 1Y | +23.7% | +1.8% | +22.0% | +18.7% |
| 3Y | +43.6% | +98.7% | -55.1% | +10.7% |
| 5Y | +48.7% | +123.9% | -75.2% | +8.6% |
| 10Y | +316.1% | +277.9% | +38.2% | +146.8% |
| All | +1,320.8% | +179.0% | +1,141.8% | +635.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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