+124.1%
XBI vs ADP
+322.2%
-198.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -1.1% | +2.2% | -3.3% | -2.1% |
| 30D | +2.6% | +10.6% | -8.0% | -2.6% |
| 3M | -4.0% | +12.9% | -16.9% | -10.1% |
| 6M | +10.9% | +50.6% | -39.7% | -11.5% |
| YTD | +23.6% | +23.2% | +0.4% | +8.7% |
| 1Y | +35.1% | +25.3% | +9.8% | +17.6% |
| 3Y | +125.2% | +47.1% | +78.1% | +76.5% |
| 5Y | +19.7% | +50.1% | -30.3% | -8.0% |
| All | +124.1% | +322.2% | -198.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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