+246.5%
XLF vs ADP
+282.5%
-36.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -2.9% | -5.7% | +2.8% | +0.3% |
| 30D | -1.6% | -1.4% | -0.2% | -1.0% |
| 3M | +9.3% | +16.6% | -7.3% | -0.7% |
| 6M | +14.6% | +24.9% | -10.4% | -0.9% |
| YTD | +4.7% | +5.6% | -0.8% | -0.1% |
| 1Y | +8.6% | -6.0% | +14.7% | +10.9% |
| 3Y | +73.9% | +14.5% | +59.4% | +56.0% |
| 5Y | +65.0% | +47.9% | +17.2% | +23.5% |
| All | +246.5% | +282.5% | -36.0% | +70.4% |
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