+64.7%
XLC vs ADP
+46.4%
+18.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.7% | +2.2% | +1.6% | +3.1% |
| 30D | -1.9% | +10.6% | -12.5% | -4.7% |
| 3M | -3.1% | +12.9% | -16.0% | -6.5% |
| 6M | -6.4% | +50.6% | -57.0% | -16.8% |
| YTD | -6.8% | +23.2% | -30.0% | -11.1% |
| 1Y | -1.7% | +25.3% | -27.0% | -6.9% |
| 3Y | +64.7% | +47.1% | +17.6% | +58.3% |
| All | +64.7% | +46.4% | +18.3% | +58.3% |
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 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