+19.8%
XBI vs ADP
+45.3%
-25.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -4.6% | -5.7% | +1.1% | -2.1% |
| 30D | -0.8% | -1.4% | +0.6% | -0.3% |
| 3M | +21.8% | +16.6% | +5.3% | +12.3% |
| 6M | +23.2% | +24.9% | -1.8% | +8.6% |
| YTD | +28.7% | +5.6% | +23.2% | +24.9% |
| 1Y | +67.8% | -6.0% | +73.8% | +74.7% |
| 3Y | +100.6% | +14.5% | +86.2% | +79.7% |
| 5Y | +19.8% | +47.9% | -28.1% | -12.6% |
| All | +19.8% | +45.3% | -25.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling