+20.5%
ADP vs ETHA
-31.0%
+51.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.6% |
| 7D | +6.4% | +2.1% | +4.2% | +6.4% |
| 30D | +16.6% | -10.7% | +27.3% | +16.5% |
| 3M | +12.9% | +29.0% | -16.1% | +13.4% |
| 6M | +45.7% | +2.7% | +43.0% | +45.9% |
| YTD | +20.6% | -18.7% | +39.3% | +19.7% |
| 1Y | +20.5% | -24.8% | +45.3% | +19.4% |
| All | +20.5% | -31.0% | +51.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling