+512.9%
ADP vs ESI
+182.6%
+330.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.6% |
| 7D | +3.2% | -8.5% | +11.8% | +4.7% |
| 30D | +14.9% | -15.7% | +30.6% | +17.9% |
| 3M | +11.6% | -18.2% | +29.9% | +14.7% |
| 6M | +48.5% | -28.8% | +77.3% | +54.5% |
| YTD | +20.6% | +26.3% | -5.7% | +10.2% |
| 1Y | +23.7% | +18.2% | +5.5% | +14.5% |
| 3Y | +47.8% | +68.1% | -20.3% | +23.8% |
| 5Y | +47.7% | +28.8% | +18.9% | +29.2% |
| 10Y | +324.0% | +329.8% | -5.9% | +191.8% |
| All | +512.9% | +182.6% | +330.2% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling