+64.2%
EWZ vs ADP
+319.4%
-255.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -25.9% | +11.6% | -37.5% | -29.6% |
| 3M | -6.1% | +15.1% | -21.2% | -12.4% |
| 6M | -16.1% | +46.0% | -62.1% | -30.9% |
| YTD | +1.0% | +22.4% | -21.4% | -10.0% |
| 1Y | 0.0% | +24.5% | -24.5% | -11.9% |
| 3Y | +16.8% | +44.8% | -28.0% | -7.2% |
| 5Y | +52.1% | +49.1% | +3.0% | +14.0% |
| All | +64.2% | +319.4% | -255.2% | -24.1% |
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