+955.3%
XBI vs ADP
+1,230.1%
-274.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.9% |
| 7D | +0.9% | -3.4% | +4.3% | +2.9% |
| 30D | +7.1% | +2.8% | +4.3% | +5.1% |
| 3M | +22.9% | +20.9% | +2.0% | +8.3% |
| 6M | +29.7% | +29.9% | -0.2% | +7.7% |
| YTD | +34.5% | +9.6% | +24.8% | +23.4% |
| 1Y | +76.1% | -5.3% | +81.3% | +76.6% |
| 3Y | +103.2% | +16.5% | +86.7% | +75.6% |
| 5Y | +22.8% | +49.4% | -26.6% | -10.1% |
| 10Y | +176.3% | +282.2% | -105.9% | +0.2% |
| All | +955.3% | +1,230.1% | -274.8% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling