+47.1%
ADP vs ELF
+24.2%
+22.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.3% | +0.5% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +10.6% | +9.1% | +1.5% | +10.1% |
| 3M | +12.9% | +28.2% | -15.3% | +11.8% |
| 6M | +50.6% | +119.5% | -68.9% | +46.0% |
| YTD | +23.2% | +55.2% | -32.0% | +20.9% |
| 1Y | +25.3% | +58.6% | -33.3% | +22.8% |
| 3Y | +47.1% | +21.3% | +25.8% | +35.8% |
| All | +47.1% | +24.2% | +22.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling