+43.6%
EWZ vs ADP
+318.0%
-274.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -1.5% | +3.2% | -4.7% | -2.9% |
| 30D | -24.5% | +14.9% | -39.4% | -29.3% |
| 3M | -10.7% | +11.6% | -22.3% | -15.5% |
| 6M | -19.1% | +48.5% | -67.5% | -34.0% |
| YTD | +1.6% | +20.6% | -19.0% | -8.8% |
| 1Y | +4.3% | +23.7% | -19.4% | -7.8% |
| 3Y | +19.0% | +47.8% | -28.8% | -6.7% |
| 5Y | +57.7% | +47.7% | +10.0% | +18.5% |
| All | +43.6% | +318.0% | -274.4% | -34.1% |
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