+49.1%
ADP vs ELF
+266.1%
-217.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -1.6% |
| 7D | +3.2% | +4.0% | -0.7% | +2.9% |
| 30D | +14.9% | +10.6% | +4.3% | +14.1% |
| 3M | +11.6% | +25.8% | -14.2% | +9.7% |
| 6M | +48.5% | +89.1% | -40.6% | +41.5% |
| YTD | +20.6% | +52.7% | -32.2% | +16.3% |
| 1Y | +23.7% | +51.7% | -28.0% | +19.2% |
| 3Y | +47.8% | +14.2% | +33.6% | +34.2% |
| All | +49.1% | +266.1% | -217.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling