+375.9%
EFA vs ADP
+1,180.3%
-804.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +0.5% | +11.6% | -11.1% | -4.9% |
| 3M | -4.1% | +15.1% | -19.2% | -10.9% |
| 6M | +2.4% | +46.0% | -43.6% | -16.4% |
| YTD | +10.0% | +22.4% | -12.4% | -3.0% |
| 1Y | +11.4% | +24.5% | -13.1% | -2.7% |
| 3Y | +65.4% | +44.8% | +20.6% | +31.6% |
| 5Y | +49.6% | +49.1% | +0.5% | +14.5% |
| 10Y | +144.8% | +320.9% | -176.1% | -0.6% |
| All | +375.9% | +1,180.3% | -804.4% | -0.2% |
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 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