+15.3%
ADP vs ET
+95.8%
-80.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -1.2% | +6.9% | -8.1% | -2.8% |
| 3M | +17.9% | +13.1% | +4.8% | +14.6% |
| 6M | +20.3% | +18.7% | +1.6% | +15.7% |
| YTD | +5.8% | +37.4% | -31.6% | -1.6% |
| 1Y | -7.7% | +34.8% | -42.5% | -13.9% |
| All | +15.3% | +95.8% | -80.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling