+257.2%
XLI vs ADP
+270.4%
-13.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -0.6% | -5.7% | +5.1% | +2.3% |
| 30D | -6.9% | -3.1% | -3.8% | -5.7% |
| 3M | -1.9% | +15.6% | -17.5% | -9.9% |
| 6M | +1.0% | +20.8% | -19.8% | -10.2% |
| YTD | +11.3% | +4.7% | +6.6% | +6.5% |
| 1Y | +15.8% | -8.3% | +24.1% | +19.0% |
| 3Y | +69.8% | +13.6% | +56.3% | +52.9% |
| 5Y | +80.9% | +45.0% | +35.9% | +38.8% |
| 10Y | +257.2% | +279.0% | -21.8% | +76.9% |
| All | +257.2% | +270.4% | -13.2% | +76.9% |
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