+45.8%
ADP vs EFV
+96.3%
-50.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -5.5% | +1.0% | -6.5% | -5.9% |
| 30D | -1.2% | +0.2% | -1.4% | -1.3% |
| 3M | +17.9% | +9.6% | +8.2% | +12.5% |
| 6M | +20.3% | +14.0% | +6.3% | +11.8% |
| YTD | +5.8% | +18.5% | -12.6% | -4.2% |
| 1Y | -7.7% | +27.9% | -35.6% | -20.3% |
| 3Y | +14.7% | +92.4% | -77.7% | -24.2% |
| 5Y | +45.8% | +97.2% | -51.4% | -8.2% |
| All | +45.8% | +96.3% | -50.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling