+142.8%
EFA vs ADP
+286.3%
-143.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.5% | -2.8% | +1.2% | -0.5% |
| 30D | -1.7% | +0.2% | -1.9% | -1.9% |
| 3M | +3.5% | +20.5% | -17.0% | -4.1% |
| 6M | +9.5% | +28.8% | -19.3% | -1.9% |
| YTD | +12.9% | +6.6% | +6.2% | +8.8% |
| 1Y | +18.2% | -6.9% | +25.1% | +20.3% |
| 3Y | +64.8% | +16.1% | +48.7% | +51.1% |
| 5Y | +53.9% | +49.3% | +4.5% | +24.6% |
| All | +142.8% | +286.3% | -143.5% | +42.2% |
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