+12.9%
ADP vs ETHA
-30.2%
+43.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.7% | -2.4% | -3.3% | -5.6% |
| 30D | -1.4% | +30.9% | -32.3% | -2.3% |
| 3M | +16.6% | +51.1% | -34.6% | +14.9% |
| 6M | +24.9% | +20.5% | +4.4% | +23.8% |
| YTD | +5.6% | -17.3% | +22.8% | +6.0% |
| 1Y | -6.0% | -43.2% | +37.2% | -4.1% |
| All | +12.9% | -30.2% | +43.1% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling