+1,359.0%
ADP vs EFV
+248.5%
+1,110.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.2% | +2.1% | +1.0% | +1.8% |
| 30D | +12.8% | +3.1% | +9.7% | +10.6% |
| 3M | +12.3% | -1.3% | +13.6% | +13.0% |
| 6M | +45.4% | +6.0% | +39.4% | +39.5% |
| YTD | +21.4% | +15.8% | +5.6% | +9.3% |
| 1Y | +23.7% | +21.1% | +2.6% | +8.3% |
| 3Y | +43.6% | +91.0% | -47.4% | -6.4% |
| 5Y | +48.7% | +94.3% | -45.6% | -4.6% |
| 10Y | +316.1% | +160.4% | +155.7% | +123.3% |
| All | +1,359.0% | +248.5% | +1,110.5% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling