+316.1%
ADP vs XRT
+147.6%
+168.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.2% | +4.1% | -0.9% | +1.3% |
| 30D | +12.8% | +9.9% | +2.8% | +8.0% |
| 3M | +12.3% | +2.3% | +10.1% | +11.0% |
| 6M | +45.4% | +9.6% | +35.8% | +39.1% |
| YTD | +21.4% | +9.1% | +12.3% | +16.0% |
| 1Y | +23.7% | +16.2% | +7.5% | +14.9% |
| 3Y | +43.6% | +60.1% | -16.4% | +12.2% |
| 5Y | +48.7% | -0.5% | +49.2% | +42.3% |
| 10Y | +316.1% | +145.1% | +171.0% | +101.9% |
| All | +316.1% | +147.6% | +168.5% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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