+281.8%
ADP vs ED
+101.3%
+180.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +2.8% | -0.1% | +2.9% | +2.8% |
| 3M | +20.9% | +3.9% | +17.0% | +18.9% |
| 6M | +29.9% | -3.0% | +32.9% | +31.2% |
| YTD | +9.6% | +10.7% | -1.0% | +4.0% |
| 1Y | -5.3% | +13.3% | -18.6% | -11.3% |
| 3Y | +16.5% | +34.5% | -18.0% | -1.1% |
| 5Y | +49.4% | +67.1% | -17.7% | +12.9% |
| All | +281.8% | +101.3% | +180.4% | +168.2% |
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