+319.9%
ADP vs ET
+160.8%
+159.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | +2.5% | -0.4% | +1.6% |
| 30D | +10.6% | -2.5% | +13.0% | +11.0% |
| 3M | +12.9% | -4.9% | +17.8% | +14.0% |
| 6M | +50.6% | -0.1% | +50.7% | +50.3% |
| YTD | +23.2% | +26.2% | -3.0% | +16.4% |
| 1Y | +25.3% | +25.2% | +0.1% | +18.5% |
| 3Y | +47.1% | +84.2% | -37.1% | +26.4% |
| 5Y | +50.1% | +216.1% | -166.0% | +13.7% |
| All | +319.9% | +160.8% | +159.1% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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