+318.8%
ADP vs ESI
+323.9%
-5.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.6% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | +11.9% | -6.6% | +18.5% | +13.0% |
| 3M | +13.7% | -9.4% | +23.1% | +15.1% |
| 6M | +46.8% | -24.1% | +70.9% | +52.8% |
| YTD | +21.8% | +37.1% | -15.4% | +4.5% |
| 1Y | +23.5% | +24.5% | -1.0% | +8.9% |
| 3Y | +44.1% | +83.2% | -39.1% | +7.6% |
| 5Y | +49.9% | +44.0% | +5.9% | +18.8% |
| 10Y | +318.8% | +332.8% | -14.1% | +124.0% |
| All | +318.8% | +323.9% | -5.1% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling