+132.3%
EEM vs ADP
+270.4%
-138.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.0% | -5.7% | +7.7% | +3.9% |
| 30D | +5.1% | -3.1% | +8.2% | +6.0% |
| 3M | +4.6% | +15.6% | -11.0% | -1.5% |
| 6M | +17.8% | +20.8% | -3.0% | +8.4% |
| YTD | +25.8% | +4.7% | +21.1% | +22.0% |
| 1Y | +36.4% | -8.3% | +44.7% | +39.2% |
| 3Y | +90.0% | +13.6% | +76.4% | +74.9% |
| 5Y | +46.6% | +45.0% | +1.5% | +18.6% |
| 10Y | +132.3% | +279.0% | -146.7% | +23.3% |
| All | +132.3% | +270.4% | -138.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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