+279.0%
ADP vs EWT
+510.6%
-231.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -5.7% | +2.1% | -7.8% | -6.4% |
| 30D | -3.1% | +9.4% | -12.5% | -6.4% |
| 3M | +15.6% | +10.9% | +4.7% | +9.2% |
| 6M | +20.8% | +57.9% | -37.1% | -4.7% |
| YTD | +4.7% | +75.9% | -71.2% | -22.1% |
| 1Y | -8.3% | +89.7% | -98.0% | -34.8% |
| 3Y | +13.6% | +200.9% | -187.3% | -40.9% |
| 5Y | +45.0% | +154.5% | -109.5% | -16.7% |
| 10Y | +279.0% | +520.8% | -241.8% | +21.9% |
| All | +279.0% | +510.6% | -231.6% | +21.9% |
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