+123.6%
EEM vs ADP
+319.4%
-195.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | -6.2% | +11.9% | -18.1% | -9.8% |
| 3M | -5.2% | +13.7% | -18.9% | -9.5% |
| 6M | -8.1% | +46.8% | -54.9% | -20.7% |
| YTD | +14.0% | +21.8% | -7.8% | +5.0% |
| 1Y | +13.8% | +23.5% | -9.7% | +4.1% |
| 3Y | +73.7% | +44.1% | +29.7% | +46.8% |
| 5Y | +34.6% | +49.9% | -15.3% | +9.3% |
| 10Y | +123.6% | +318.8% | -195.2% | +18.7% |
| All | +123.6% | +319.4% | -195.8% | +18.7% |
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