+64.4%
XLF vs ADP
+43.9%
+20.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.0% | -5.7% | +4.6% | +1.6% |
| 30D | -1.3% | -3.1% | +1.8% | 0.0% |
| 3M | +9.1% | +15.6% | -6.5% | +1.3% |
| 6M | +14.4% | +20.8% | -6.4% | +3.4% |
| YTD | +5.1% | +4.7% | +0.3% | +2.2% |
| 1Y | +8.6% | -8.3% | +16.9% | +13.3% |
| 3Y | +74.4% | +13.6% | +60.9% | +62.4% |
| 5Y | +64.4% | +45.0% | +19.3% | +28.3% |
| All | +64.4% | +43.9% | +20.5% | +28.3% |
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 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