+45.8%
ADP vs ELV
+14.2%
+31.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.2% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | +17.9% | -3.5% | +21.3% | +18.4% |
| 6M | +20.3% | +40.2% | -19.9% | +11.4% |
| YTD | +5.8% | +15.8% | -10.0% | +1.7% |
| 1Y | -7.7% | +33.2% | -40.9% | -14.4% |
| 3Y | +14.7% | -6.2% | +21.0% | +13.6% |
| 5Y | +45.8% | +16.4% | +29.4% | +37.9% |
| All | +45.8% | +14.2% | +31.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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