+275.2%
ADP vs EFX
+41.8%
+233.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | -11.1% | +5.4% | -1.3% |
| 30D | -1.4% | -7.4% | +6.0% | +1.5% |
| 3M | +16.6% | +1.5% | +15.1% | +15.5% |
| 6M | +24.9% | -13.7% | +38.6% | +31.3% |
| YTD | +5.6% | -21.9% | +27.4% | +14.7% |
| 1Y | -6.0% | -30.8% | +24.8% | +6.6% |
| 3Y | +14.5% | -12.4% | +26.8% | +12.6% |
| 5Y | +47.9% | -35.9% | +83.8% | +61.3% |
| All | +275.2% | +41.8% | +233.4% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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