+1,488.3%
ADI vs EFV
+258.8%
+1,229.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.4% | +1.5% | -1.1% | -0.8% |
| 30D | -3.8% | +1.7% | -5.5% | -5.1% |
| 3M | -15.3% | +8.6% | -23.9% | -20.6% |
| 6M | +6.7% | +11.7% | -5.0% | -2.3% |
| YTD | +34.8% | +19.3% | +15.5% | +16.9% |
| 1Y | +49.0% | +30.2% | +18.8% | +20.5% |
| 3Y | +108.1% | +91.6% | +16.5% | +24.1% |
| 5Y | +142.4% | +96.4% | +46.0% | +42.7% |
| 10Y | +589.9% | +166.5% | +423.4% | +227.8% |
| All | +1,488.3% | +258.8% | +1,229.4% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling