+48.7%
ADP vs ESI
+36.5%
+12.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.2% | +5.5% | -3.3% | +1.5% |
| 30D | +10.6% | -7.8% | +18.3% | +11.3% |
| 3M | +12.9% | -15.0% | +27.9% | +14.8% |
| 6M | +50.6% | -24.9% | +75.5% | +54.8% |
| YTD | +23.2% | +33.2% | -10.0% | +8.0% |
| 1Y | +25.3% | +24.9% | +0.3% | +11.6% |
| 3Y | +47.1% | +77.8% | -30.6% | +10.7% |
| All | +48.7% | +36.5% | +12.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling