+42.0%
XLP vs ADP
+47.3%
-5.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | +0.7% | +3.2% | -2.5% | -0.2% |
| 30D | +10.3% | +14.9% | -4.6% | +6.1% |
| 3M | +6.5% | +11.6% | -5.1% | +3.2% |
| 6M | +8.4% | +48.5% | -40.1% | -3.1% |
| YTD | +18.2% | +20.6% | -2.4% | +12.3% |
| 1Y | +22.4% | +23.7% | -1.3% | +15.3% |
| 3Y | +41.9% | +47.8% | -5.9% | +25.5% |
| All | +42.0% | +47.3% | -5.3% | +22.9% |
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 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