+49.1%
ADP vs ED
+80.7%
-31.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.4% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | +14.9% | +13.3% | +1.6% | +10.1% |
| 3M | +11.6% | +9.7% | +1.9% | +8.0% |
| 6M | +48.5% | +12.8% | +35.7% | +42.4% |
| YTD | +20.6% | +22.3% | -1.7% | +11.5% |
| 1Y | +23.7% | +26.3% | -2.6% | +12.8% |
| 3Y | +47.8% | +45.0% | +2.8% | +25.1% |
| All | +49.1% | +80.7% | -31.6% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling