+393.0%
EFA vs ADP
+1,007.1%
-614.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +1.1% |
| 7D | +1.2% | -5.5% | +6.7% | +3.9% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | +6.4% | +17.9% | -11.5% | -2.8% |
| 6M | +11.4% | +20.3% | -8.9% | -0.4% |
| YTD | +14.0% | +5.8% | +8.2% | +8.3% |
| 1Y | +20.2% | -7.7% | +27.9% | +22.1% |
| 3Y | +68.2% | +14.7% | +53.5% | +50.2% |
| 5Y | +54.8% | +45.8% | +9.0% | +19.4% |
| 10Y | +142.4% | +270.5% | -128.1% | +4.8% |
| All | +393.0% | +1,007.1% | -614.0% | +11.4% |
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