+139.5%
XLP vs ADP
+322.2%
-182.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.2% |
| 7D | +2.5% | +2.2% | +0.4% | +1.8% |
| 30D | +7.3% | +10.6% | -3.3% | +3.6% |
| 3M | +8.1% | +12.9% | -4.8% | +3.6% |
| 6M | +10.5% | +50.6% | -40.2% | -4.5% |
| YTD | +21.2% | +23.2% | -2.0% | +11.8% |
| 1Y | +22.7% | +25.3% | -2.5% | +12.5% |
| 3Y | +44.8% | +47.1% | -2.3% | +24.1% |
| 5Y | +44.7% | +50.1% | -5.3% | +20.9% |
| All | +139.5% | +322.2% | -182.7% | +39.0% |
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