+47.8%
ADP vs ESI
+67.9%
-20.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.2% |
| 7D | +3.2% | -8.5% | +11.8% | +3.1% |
| 30D | +14.9% | -15.7% | +30.6% | +14.6% |
| 3M | +11.6% | -18.2% | +29.9% | +11.5% |
| 6M | +48.5% | -28.8% | +77.3% | +48.6% |
| YTD | +20.6% | +26.3% | -5.7% | +11.7% |
| 1Y | +23.7% | +18.2% | +5.5% | +15.5% |
| 3Y | +47.8% | +68.1% | -20.3% | +26.8% |
| All | +47.8% | +67.9% | -20.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling