+279.0%
ADP vs EFV
+162.1%
+116.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -5.7% | -0.5% | -5.2% | -5.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +15.6% | +8.4% | +7.2% | +8.6% |
| 6M | +20.8% | +12.3% | +8.5% | +9.6% |
| YTD | +4.7% | +17.4% | -12.6% | -8.7% |
| 1Y | -8.3% | +27.1% | -35.4% | -25.0% |
| 3Y | +13.6% | +90.7% | -77.2% | -34.3% |
| 5Y | +45.0% | +95.6% | -50.6% | -18.8% |
| 10Y | +279.0% | +165.3% | +113.7% | +60.9% |
| All | +279.0% | +162.1% | +116.9% | +60.9% |
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