+44.4%
XLU vs ADP
+45.3%
-0.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.2% | -5.7% | +4.5% | +0.3% |
| 30D | -2.5% | -1.4% | -1.2% | -2.3% |
| 3M | -2.7% | +16.6% | -19.3% | -7.0% |
| 6M | -7.5% | +24.9% | -32.4% | -13.6% |
| YTD | +0.9% | +5.6% | -4.6% | -0.4% |
| 1Y | +3.3% | -6.0% | +9.3% | +6.3% |
| 3Y | +47.3% | +14.5% | +32.9% | +39.6% |
| 5Y | +44.4% | +47.9% | -3.5% | +23.2% |
| All | +44.4% | +45.3% | -0.9% | +23.2% |
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