+84.1%
EWZ vs ADP
+269.5%
-185.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.6% |
| 7D | +5.6% | -5.5% | +11.1% | +8.3% |
| 30D | +9.3% | -1.2% | +10.5% | +9.7% |
| 3M | +15.7% | +17.9% | -2.2% | +5.8% |
| 6M | +7.4% | +20.3% | -12.9% | -3.6% |
| YTD | +22.7% | +5.8% | +16.9% | +17.1% |
| 1Y | +36.4% | -7.7% | +44.1% | +39.5% |
| 3Y | +50.4% | +14.7% | +35.7% | +33.9% |
| 5Y | +67.6% | +45.8% | +21.9% | +23.6% |
| 10Y | +84.1% | +270.5% | -186.4% | -15.2% |
| All | +84.1% | +269.5% | -185.4% | -15.2% |
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