+67.0%
EWZ vs ADP
+319.4%
-252.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | -25.5% | +11.9% | -37.4% | -29.3% |
| 3M | -4.5% | +13.7% | -18.3% | -10.4% |
| 6M | -15.3% | +46.8% | -62.1% | -30.4% |
| YTD | +3.1% | +21.8% | -18.7% | -7.9% |
| 1Y | +1.2% | +23.5% | -22.3% | -10.4% |
| 3Y | +19.3% | +44.1% | -24.8% | -5.0% |
| 5Y | +52.3% | +49.9% | +2.4% | +13.6% |
| 10Y | +67.0% | +318.8% | -251.7% | -22.7% |
| All | +67.0% | +319.4% | -252.4% | -22.7% |
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