+45.0%
ADP vs ET
+242.4%
-197.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -3.1% | +5.3% | -8.4% | -4.3% |
| 3M | +15.6% | +15.6% | 0.0% | +11.5% |
| 6M | +20.8% | +20.6% | +0.2% | +15.3% |
| YTD | +4.7% | +38.5% | -33.8% | -3.4% |
| 1Y | -8.3% | +35.7% | -44.0% | -15.1% |
| 3Y | +13.6% | +98.4% | -84.8% | -5.5% |
| 5Y | +45.0% | +245.3% | -200.3% | +12.9% |
| All | +45.0% | +242.4% | -197.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling