+18.5%
ADP vs EWT
+202.3%
-183.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.1% |
| 7D | -3.4% | +4.0% | -7.4% | -3.4% |
| 30D | +2.8% | +10.3% | -7.5% | +2.9% |
| 3M | +20.9% | +6.1% | +14.9% | +21.3% |
| 6M | +29.9% | +56.6% | -26.8% | +24.1% |
| YTD | +9.6% | +76.6% | -66.9% | +2.8% |
| 1Y | -5.3% | +97.9% | -103.1% | -13.2% |
| All | +18.5% | +202.3% | -183.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling