+45.8%
ADP vs EWT
+154.5%
-108.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -5.5% | +1.6% | -7.1% | -5.7% |
| 30D | -1.2% | +8.2% | -9.4% | -2.6% |
| 3M | +17.9% | +11.1% | +6.8% | +14.7% |
| 6M | +20.3% | +60.4% | -40.1% | +4.2% |
| YTD | +5.8% | +75.6% | -69.7% | -11.4% |
| 1Y | -7.7% | +91.3% | -99.0% | -25.4% |
| 3Y | +14.7% | +200.3% | -185.6% | -28.4% |
| 5Y | +45.8% | +156.4% | -110.6% | -0.3% |
| All | +45.8% | +154.5% | -108.7% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling