+61.0%
XLC vs ADP
+48.5%
+12.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +4.9% | +3.2% | +1.7% | +4.0% |
| 30D | -5.8% | +14.9% | -20.7% | -9.5% |
| 3M | -5.4% | +11.6% | -17.1% | -8.4% |
| 6M | -10.2% | +48.5% | -58.6% | -19.9% |
| YTD | -10.2% | +20.6% | -30.7% | -13.8% |
| 1Y | -5.6% | +23.7% | -29.3% | -10.4% |
| 3Y | +61.0% | +47.8% | +13.2% | +52.0% |
| All | +61.0% | +48.5% | +12.5% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling