+318.8%
ADP vs EFV
+161.2%
+157.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.6% |
| 30D | +11.9% | +3.1% | +8.8% | +9.3% |
| 3M | +13.7% | -1.2% | +15.0% | +14.5% |
| 6M | +46.8% | +5.6% | +41.1% | +40.0% |
| YTD | +21.8% | +15.8% | +6.0% | +7.0% |
| 1Y | +23.5% | +20.0% | +3.5% | +5.4% |
| 3Y | +44.1% | +91.0% | -46.9% | -17.1% |
| 5Y | +49.9% | +93.7% | -43.8% | -15.7% |
| 10Y | +318.8% | +160.9% | +157.8% | +81.7% |
| All | +318.8% | +161.2% | +157.6% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling