+319.9%
ADP vs EWT
+448.9%
-129.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +9.1% | -7.0% | -1.0% |
| 30D | +10.6% | -12.2% | +22.8% | +14.7% |
| 3M | +12.9% | -9.4% | +22.3% | +15.3% |
| 6M | +50.6% | +2.7% | +48.0% | +42.8% |
| YTD | +23.2% | +53.3% | -30.1% | -5.2% |
| 1Y | +25.3% | +59.2% | -33.9% | -5.6% |
| 3Y | +47.1% | +157.1% | -110.0% | -20.0% |
| 5Y | +50.1% | +119.6% | -69.6% | -10.3% |
| All | +319.9% | +448.9% | -129.0% | +37.0% |
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