+290.8%
EWY vs ADP
+282.5%
+8.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | +1.2% | -5.7% | +6.9% | +3.1% |
| 30D | +9.3% | -1.4% | +10.7% | +9.6% |
| 3M | +2.4% | +16.6% | -14.1% | -5.0% |
| 6M | +40.3% | +24.9% | +15.3% | +25.2% |
| YTD | +88.0% | +5.6% | +82.4% | +79.9% |
| 1Y | +143.8% | -6.0% | +149.8% | +145.1% |
| 3Y | +217.8% | +14.5% | +203.3% | +186.3% |
| 5Y | +142.7% | +47.9% | +94.9% | +88.6% |
| All | +290.8% | +282.5% | +8.3% | +94.2% |
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