+1,217.6%
ADP vs EFV
+258.8%
+958.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.4% | +1.5% | -4.9% | -4.3% |
| 30D | +2.8% | +1.7% | +1.0% | +1.7% |
| 3M | +20.9% | +8.6% | +12.3% | +14.6% |
| 6M | +29.9% | +11.7% | +18.2% | +20.2% |
| YTD | +9.6% | +19.3% | -9.6% | -2.8% |
| 1Y | -5.3% | +30.2% | -35.5% | -20.6% |
| 3Y | +16.5% | +91.6% | -75.1% | -24.1% |
| 5Y | +49.4% | +96.4% | -47.0% | -4.7% |
| 10Y | +282.2% | +166.5% | +115.7% | +102.5% |
| All | +1,217.6% | +258.8% | +958.8% | +501.8% |
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