+138.6%
ADP vs ESTC
+28.9%
+109.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +11.5% | -8.1% | +19.6% | +12.5% |
| 3M | +12.0% | +20.2% | -8.1% | +8.1% |
| 6M | +43.8% | +72.7% | -28.9% | +31.3% |
| YTD | +20.1% | +19.6% | +0.4% | +14.7% |
| 1Y | +22.3% | +0.3% | +22.0% | +19.3% |
| 3Y | +43.3% | +22.8% | +20.5% | +28.7% |
| 5Y | +47.3% | -50.9% | +98.2% | +45.5% |
| All | +138.6% | +28.9% | +109.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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