+1,218.4%
ADP vs ELV
+2,594.2%
-1,375.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.4% |
| 7D | +3.2% | +3.8% | -0.7% | +2.1% |
| 30D | +12.8% | +4.1% | +8.7% | +11.5% |
| 3M | +12.3% | +8.5% | +3.8% | +9.7% |
| 6M | +45.4% | +14.6% | +30.8% | +39.2% |
| YTD | +21.4% | +24.4% | -3.0% | +12.6% |
| 1Y | +23.7% | +44.2% | -20.5% | +9.8% |
| 3Y | +43.6% | -1.4% | +45.1% | +38.6% |
| 5Y | +48.7% | +8.8% | +39.9% | +38.0% |
| 10Y | +316.1% | +268.4% | +47.7% | +169.5% |
| All | +1,218.4% | +2,594.2% | -1,375.8% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling