+34.1%
XLP vs ADP
+49.8%
-15.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -1.0% | -3.4% | +2.4% | -0.1% |
| 30D | -0.9% | +2.8% | -3.7% | -1.7% |
| 3M | +3.8% | +20.9% | -17.1% | -1.6% |
| 6M | -1.7% | +29.9% | -31.6% | -8.9% |
| YTD | +10.3% | +9.6% | +0.6% | +7.6% |
| 1Y | +7.8% | -5.3% | +13.1% | +10.4% |
| 3Y | +27.2% | +16.5% | +10.7% | +21.1% |
| All | +34.1% | +49.8% | -15.7% | +14.1% |
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