+31.8%
ADP vs ETHA
-44.8%
+76.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.7% |
| 7D | +2.2% | -12.5% | +14.7% | +2.6% |
| 30D | +10.6% | -19.8% | +30.4% | +11.2% |
| 3M | +12.9% | +3.1% | +9.8% | +12.6% |
| 6M | +50.6% | -13.8% | +64.4% | +51.0% |
| YTD | +23.2% | -34.6% | +57.8% | +24.4% |
| 1Y | +25.3% | -38.7% | +64.0% | +26.7% |
| All | +31.8% | -44.8% | +76.6% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling