+133.6%
XLC vs ADP
+167.1%
-33.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | -4.2% | +11.6% | -15.8% | -9.5% |
| 3M | -2.1% | +15.1% | -17.2% | -9.1% |
| 6M | -6.6% | +46.0% | -52.7% | -23.7% |
| YTD | -7.8% | +22.4% | -30.2% | -18.0% |
| 1Y | -4.1% | +24.5% | -28.6% | -15.5% |
| 3Y | +62.6% | +44.8% | +17.8% | +29.8% |
| 5Y | +39.6% | +49.1% | -9.5% | +8.3% |
| All | +133.6% | +167.1% | -33.5% | +22.3% |
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