+215.1%
XLF vs ADP
+319.4%
-104.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +6.2% | +11.6% | -5.4% | -0.4% |
| 3M | +0.9% | +15.1% | -14.2% | -7.2% |
| 6M | +13.6% | +46.0% | -32.4% | -9.8% |
| YTD | +7.6% | +22.4% | -14.8% | -5.9% |
| 1Y | +10.2% | +24.5% | -14.3% | -4.7% |
| 3Y | +79.8% | +44.8% | +35.0% | +41.0% |
| 5Y | +58.0% | +49.1% | +8.9% | +18.7% |
| All | +215.1% | +319.4% | -104.3% | +45.1% |
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 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