+135.9%
XLU vs ADP
+286.3%
-150.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -1.6% | -2.8% | +1.2% | -0.6% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | -3.2% | +20.5% | -23.6% | -10.3% |
| 6M | -7.0% | +28.8% | -35.7% | -16.7% |
| YTD | +0.6% | +6.6% | -6.0% | -3.0% |
| 1Y | +2.4% | -6.9% | +9.3% | +4.3% |
| 3Y | +46.3% | +16.1% | +30.1% | +33.8% |
| 5Y | +44.0% | +49.3% | -5.4% | +15.7% |
| All | +135.9% | +286.3% | -150.4% | +37.7% |
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