+148.1%
EWY vs ADP
+47.6%
+100.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.9% |
| 7D | +8.0% | -5.5% | +13.5% | +8.5% |
| 30D | +14.3% | -1.2% | +15.6% | +14.4% |
| 3M | +2.3% | +17.9% | -15.6% | -1.0% |
| 6M | +49.9% | +20.3% | +29.5% | +43.9% |
| YTD | +95.3% | +5.8% | +89.5% | +95.5% |
| 1Y | +161.7% | -7.7% | +169.4% | +175.2% |
| 3Y | +230.2% | +14.7% | +215.4% | +213.8% |
| 5Y | +148.1% | +45.8% | +102.4% | +103.5% |
| All | +148.1% | +47.6% | +100.6% | +103.5% |
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