+313.7%
ADP vs ESI
+323.5%
-9.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -1.6% |
| 7D | +1.1% | -3.5% | +4.6% | +1.7% |
| 30D | +11.5% | -9.3% | +20.8% | +13.4% |
| 3M | +12.0% | -12.8% | +24.8% | +14.4% |
| 6M | +43.8% | -24.6% | +68.4% | +49.7% |
| YTD | +20.1% | +32.7% | -12.7% | +3.8% |
| 1Y | +22.3% | +20.3% | +2.0% | +8.7% |
| 3Y | +43.3% | +80.2% | -36.9% | +7.3% |
| 5Y | +47.3% | +40.0% | +7.4% | +17.6% |
| 10Y | +313.7% | +310.8% | +2.9% | +122.9% |
| All | +313.7% | +323.5% | -9.8% | +122.9% |
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