+11,987.3%
ADP vs ETR
+4,599.0%
+7,388.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.2% | +2.6% | +0.6% | +2.3% |
| 30D | +12.8% | +8.7% | +4.1% | +9.7% |
| 3M | +12.3% | +6.4% | +6.0% | +9.9% |
| 6M | +45.4% | +0.7% | +44.7% | +44.3% |
| YTD | +21.4% | +23.0% | -1.6% | +12.0% |
| 1Y | +23.7% | +17.9% | +5.8% | +15.7% |
| 3Y | +43.6% | +154.9% | -111.3% | +1.8% |
| 5Y | +48.7% | +157.3% | -108.6% | +4.4% |
| 10Y | +316.1% | +373.4% | -57.3% | +141.8% |
| All | +11,987.3% | +4,599.0% | +7,388.3% | +3,703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling