+30.9%
ADP vs ETHA
-42.9%
+73.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | +0.3% | -10.3% | +10.6% | +0.6% |
| 30D | +11.6% | -19.7% | +31.3% | +12.3% |
| 3M | +15.1% | +7.2% | +7.9% | +14.6% |
| 6M | +46.0% | -11.9% | +58.0% | +46.3% |
| YTD | +22.4% | -32.3% | +54.7% | +23.5% |
| 1Y | +24.5% | -41.1% | +65.6% | +26.3% |
| All | +30.9% | -42.9% | +73.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling