+121.1%
EEM vs ADP
+322.2%
-201.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | -5.4% | +10.6% | -16.0% | -8.6% |
| 3M | -8.6% | +12.9% | -21.6% | -12.5% |
| 6M | -8.9% | +50.6% | -59.5% | -22.0% |
| YTD | +11.9% | +23.2% | -11.3% | +2.7% |
| 1Y | +13.1% | +25.3% | -12.2% | +3.0% |
| 3Y | +70.7% | +47.1% | +23.5% | +43.1% |
| 5Y | +31.8% | +50.1% | -18.3% | +7.1% |
| All | +121.1% | +322.2% | -201.0% | +16.8% |
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