+20.4%
XLV vs ADP
-5.0%
+25.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -2.8% | -0.8% | -3.2% |
| 30D | -1.8% | +0.2% | -2.1% | -1.8% |
| 3M | +7.8% | +20.5% | -12.7% | +5.8% |
| 6M | +9.1% | +28.8% | -19.7% | +7.0% |
| YTD | +7.7% | +6.6% | +1.1% | +10.5% |
| 1Y | +20.4% | -6.9% | +27.3% | +27.8% |
| All | +20.4% | -5.0% | +25.4% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling