+13.2%
ADP vs ETHA
-29.6%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | -5.5% | +2.7% | -8.2% | -5.6% |
| 30D | -1.2% | +29.4% | -30.6% | -2.1% |
| 3M | +17.9% | +47.2% | -29.3% | +16.3% |
| 6M | +20.3% | +25.4% | -5.1% | +19.0% |
| YTD | +5.8% | -16.5% | +22.4% | +6.2% |
| 1Y | -7.7% | -42.3% | +34.6% | -5.9% |
| All | +13.2% | -29.6% | +42.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling