+1,173.4%
ADP vs EWT
+452.2%
+721.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.5% |
| 7D | +3.2% | -11.7% | +15.0% | +7.2% |
| 30D | +14.9% | -23.2% | +38.1% | +24.6% |
| 3M | +11.6% | -12.5% | +24.1% | +15.3% |
| 6M | +48.5% | -5.9% | +54.4% | +46.8% |
| YTD | +20.6% | +40.5% | -19.9% | +2.2% |
| 1Y | +23.7% | +43.7% | -20.0% | +3.8% |
| 3Y | +47.8% | +136.6% | -88.8% | +0.6% |
| 5Y | +47.7% | +105.1% | -57.4% | +5.8% |
| 10Y | +324.0% | +387.0% | -63.0% | +121.8% |
| All | +1,173.4% | +452.2% | +721.2% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling