+3,003.8%
ADP vs EWJ
+156.6%
+2,847.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.4% | +2.5% | -5.9% | -4.5% |
| 30D | +2.8% | +3.3% | -0.5% | +1.3% |
| 3M | +20.9% | +5.0% | +16.0% | +17.5% |
| 6M | +29.9% | +11.5% | +18.3% | +22.1% |
| YTD | +9.6% | +22.4% | -12.7% | -1.4% |
| 1Y | -5.3% | +30.2% | -35.5% | -17.3% |
| 3Y | +16.5% | +72.8% | -56.3% | -11.7% |
| 5Y | +49.4% | +54.1% | -4.7% | +19.0% |
| 10Y | +282.2% | +140.6% | +141.6% | +154.4% |
| All | +3,003.8% | +156.6% | +2,847.1% | +1,594.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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