+457.3%
ADP vs ESI
+224.6%
+232.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.6% |
| 7D | -3.4% | +3.3% | -6.8% | -4.0% |
| 30D | +2.8% | -5.9% | +8.7% | +3.8% |
| 3M | +20.9% | -14.1% | +35.0% | +22.9% |
| 6M | +29.9% | +6.6% | +23.3% | +25.1% |
| YTD | +9.6% | +45.0% | -35.4% | -1.5% |
| 1Y | -5.3% | +41.5% | -46.7% | -14.8% |
| 3Y | +16.5% | +78.8% | -62.3% | -2.5% |
| 5Y | +49.4% | +70.9% | -21.5% | +24.7% |
| 10Y | +282.2% | +317.1% | -34.9% | +161.8% |
| All | +457.3% | +224.6% | +232.7% | +307.1% |
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