+53.2%
ADP vs ELF
+259.0%
-205.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -3.4% | +5.4% | -8.8% | -3.8% |
| 30D | +2.8% | +27.0% | -24.2% | +1.0% |
| 3M | +20.9% | +113.2% | -92.3% | +14.5% |
| 6M | +29.9% | +36.6% | -6.7% | +26.6% |
| YTD | +9.6% | +44.2% | -34.6% | +6.2% |
| 1Y | -5.3% | -18.0% | +12.7% | -5.1% |
| 3Y | +16.5% | -19.9% | +36.4% | +11.1% |
| All | +53.2% | +259.0% | -205.8% | -1.9% |
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