+53.4%
EFA vs ADP
+43.9%
+9.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.5% | -5.7% | +5.2% | +1.0% |
| 30D | -1.3% | -3.1% | +1.7% | -0.6% |
| 3M | +5.2% | +15.6% | -10.4% | +0.5% |
| 6M | +9.4% | +20.8% | -11.5% | +2.8% |
| YTD | +12.7% | +4.7% | +8.0% | +11.4% |
| 1Y | +19.3% | -8.3% | +27.6% | +23.9% |
| 3Y | +66.3% | +13.6% | +52.8% | +57.4% |
| 5Y | +53.4% | +45.0% | +8.3% | +27.8% |
| All | +53.4% | +43.9% | +9.5% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling