+376.6%
EFA vs ADP
+1,188.6%
-812.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +2.2% | +2.2% | +0.1% | +1.2% |
| 30D | +1.4% | +10.6% | -9.2% | -3.6% |
| 3M | -4.2% | +12.9% | -17.1% | -10.1% |
| 6M | +1.9% | +50.6% | -48.7% | -18.0% |
| YTD | +10.2% | +23.2% | -13.0% | -3.1% |
| 1Y | +12.8% | +25.3% | -12.5% | -1.8% |
| 3Y | +65.2% | +47.1% | +18.1% | +30.4% |
| 5Y | +49.8% | +50.1% | -0.2% | +14.4% |
| 10Y | +145.2% | +323.6% | -178.5% | -0.8% |
| All | +376.6% | +1,188.6% | -812.0% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling