+140.4%
EFA vs ADM
+178.5%
-38.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.2% |
| 30D | -2.2% | +8.7% | -11.0% | -4.6% |
| 3M | +5.7% | +7.6% | -1.9% | +3.2% |
| 6M | +8.2% | +26.9% | -18.7% | +0.3% |
| YTD | +11.8% | +54.3% | -42.5% | -2.3% |
| 1Y | +18.3% | +45.7% | -27.4% | +4.8% |
| 3Y | +64.9% | +21.9% | +43.0% | +51.0% |
| 5Y | +52.4% | +67.2% | -14.8% | +18.9% |
| All | +140.4% | +178.5% | -38.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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