+929.0%
EWY vs ADP
+1,206.9%
-277.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | +10.4% | +0.3% | +10.2% | +10.2% |
| 30D | -12.7% | +11.6% | -24.3% | -18.3% |
| 3M | -17.3% | +15.1% | -32.4% | -24.3% |
| 6M | -18.6% | +46.0% | -64.6% | -36.7% |
| YTD | +49.5% | +22.4% | +27.1% | +26.4% |
| 1Y | +55.0% | +24.5% | +30.5% | +29.4% |
| 3Y | +159.0% | +44.8% | +114.2% | +93.6% |
| 5Y | +102.5% | +49.1% | +53.4% | +44.6% |
| 10Y | +232.2% | +320.9% | -88.7% | +15.5% |
| All | +929.0% | +1,206.9% | -277.9% | +60.2% |
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