+18.5%
ADP vs ETR
+150.4%
-131.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | +1.4% | -4.9% | -3.6% |
| 30D | +2.8% | +1.0% | +1.8% | +2.7% |
| 3M | +20.9% | -1.3% | +22.2% | +20.9% |
| 6M | +29.9% | +1.9% | +28.0% | +28.9% |
| YTD | +9.6% | +18.2% | -8.5% | +5.5% |
| 1Y | -5.3% | +24.7% | -29.9% | -10.2% |
| All | +18.5% | +150.4% | -131.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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