+270.5%
ADP vs ELF
+334.6%
-64.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.9% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -1.2% | +5.9% | -7.1% | -1.9% |
| 3M | +17.9% | +99.5% | -81.7% | +8.8% |
| 6M | +20.3% | +26.5% | -6.2% | +16.3% |
| YTD | +5.8% | +37.2% | -31.3% | +0.9% |
| 1Y | -7.7% | -24.4% | +16.7% | -6.9% |
| 3Y | +14.7% | -23.3% | +38.0% | +8.7% |
| 5Y | +45.8% | +245.2% | -199.4% | +3.5% |
| All | +270.5% | +334.6% | -64.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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