+101.4%
XLP vs ADP
+285.1%
-183.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.2% |
| 30D | -0.9% | +2.8% | -3.7% | -1.9% |
| 3M | +3.8% | +20.9% | -17.1% | -3.0% |
| 6M | -1.7% | +29.9% | -31.6% | -10.9% |
| YTD | +10.3% | +9.6% | +0.6% | +6.0% |
| 1Y | +7.8% | -5.3% | +13.1% | +9.3% |
| 3Y | +27.2% | +16.5% | +10.7% | +18.3% |
| 5Y | +32.5% | +49.4% | -16.9% | +10.2% |
| All | +101.4% | +285.1% | -183.7% | +18.5% |
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