+149.7%
XBI vs ADP
+283.8%
-134.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -4.6% | -3.4% | -1.3% | -3.1% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +19.7% | -1.9% | +6.4% |
| 6M | +23.7% | +27.9% | -4.2% | +6.7% |
| YTD | +28.2% | +5.9% | +22.3% | +22.0% |
| 1Y | +64.0% | -7.5% | +71.5% | +67.9% |
| 3Y | +99.4% | +15.4% | +84.0% | +77.5% |
| 5Y | +19.3% | +48.4% | -29.1% | -7.9% |
| All | +149.7% | +283.8% | -134.1% | +29.4% |
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