+53.4%
EFA vs ADM
+67.1%
-13.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | -0.5% | +1.4% | -1.8% | -0.7% |
| 30D | -1.3% | +8.2% | -9.6% | -2.6% |
| 3M | +5.2% | +8.7% | -3.5% | +3.6% |
| 6M | +9.4% | +29.1% | -19.7% | +4.4% |
| YTD | +12.7% | +53.7% | -40.9% | +4.3% |
| 1Y | +19.3% | +43.2% | -24.0% | +11.5% |
| 3Y | +66.3% | +21.4% | +44.9% | +58.6% |
| 5Y | +53.4% | +67.1% | -13.7% | +32.7% |
| All | +53.4% | +67.1% | -13.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling