+135.1%
ADI vs ETR
+122.8%
+12.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -4.6% | +2.0% | -6.7% | -5.1% |
| 3M | -9.5% | -1.7% | -7.8% | -9.3% |
| 6M | +14.8% | +3.6% | +11.3% | +13.5% |
| YTD | +35.8% | +18.0% | +17.8% | +29.8% |
| 1Y | +48.9% | +26.2% | +22.7% | +39.9% |
| 3Y | +115.6% | +148.0% | -32.4% | +66.8% |
| 5Y | +135.1% | +126.1% | +9.0% | +85.9% |
| All | +135.1% | +122.8% | +12.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling