+30.8%
XLV vs ADP
+14.9%
+15.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -3.4% | -0.2% | -2.7% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +7.8% | +19.7% | -11.9% | +3.1% |
| 6M | +9.1% | +27.9% | -18.8% | +2.6% |
| YTD | +7.7% | +5.9% | +1.8% | +7.5% |
| 1Y | +20.4% | -7.5% | +27.9% | +25.9% |
| 3Y | +30.8% | +15.4% | +15.4% | +28.6% |
| All | +30.8% | +14.9% | +15.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling