+319.9%
ADP vs XYL
+100.4%
+219.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -3.7% | +5.9% | +3.9% |
| 30D | +10.6% | -8.3% | +18.9% | +14.2% |
| 3M | +12.9% | -21.4% | +34.3% | +24.8% |
| 6M | +50.6% | -12.9% | +63.6% | +58.1% |
| YTD | +23.2% | -30.1% | +53.3% | +41.9% |
| 1Y | +25.3% | -35.2% | +60.4% | +49.6% |
| 3Y | +47.1% | -0.8% | +47.9% | +37.3% |
| 5Y | +50.1% | -23.2% | +73.3% | +56.6% |
| All | +319.9% | +100.4% | +219.5% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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