+316.1%
ADP vs EWT
+414.5%
-98.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +3.2% | -3.7% | +6.8% | +4.0% |
| 30D | +12.8% | -17.2% | +29.9% | +19.5% |
| 3M | +12.3% | -7.3% | +19.7% | +13.6% |
| 6M | +45.4% | -1.5% | +46.9% | +40.0% |
| YTD | +21.4% | +49.0% | -27.6% | -5.5% |
| 1Y | +23.7% | +50.6% | -26.9% | -4.5% |
| 3Y | +43.6% | +148.9% | -105.3% | -20.9% |
| 5Y | +48.7% | +116.1% | -67.4% | -10.9% |
| 10Y | +316.1% | +427.8% | -111.8% | +38.9% |
| All | +316.1% | +414.5% | -98.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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