+313.7%
ADP vs ED
+132.0%
+181.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +11.5% | +11.6% | -0.1% | +6.4% |
| 3M | +12.0% | +10.5% | +1.5% | +7.2% |
| 6M | +43.8% | +13.2% | +30.6% | +36.1% |
| YTD | +20.1% | +22.1% | -2.1% | +9.1% |
| 1Y | +22.3% | +24.2% | -1.9% | +10.2% |
| 3Y | +43.3% | +46.9% | -3.6% | +17.3% |
| 5Y | +47.3% | +80.8% | -33.5% | +7.8% |
| 10Y | +313.7% | +134.3% | +179.4% | +175.9% |
| All | +313.7% | +132.0% | +181.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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