+35.8%
XLC vs ADP
+47.3%
-11.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | +4.9% | +3.2% | +1.7% | +3.4% |
| 30D | -5.8% | +14.9% | -20.7% | -11.7% |
| 3M | -5.4% | +11.6% | -17.1% | -10.3% |
| 6M | -10.2% | +48.5% | -58.6% | -25.9% |
| YTD | -10.2% | +20.6% | -30.7% | -17.9% |
| 1Y | -5.6% | +23.7% | -29.3% | -15.1% |
| 3Y | +61.0% | +47.8% | +13.2% | +27.9% |
| All | +35.8% | +47.3% | -11.5% | +2.1% |
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