+11,853.5%
ADP vs ETR
+4,602.4%
+7,251.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +11.5% | +8.7% | +2.8% | +8.5% |
| 3M | +12.0% | +4.9% | +7.1% | +10.2% |
| 6M | +43.8% | +0.8% | +43.0% | +42.7% |
| YTD | +20.1% | +23.1% | -3.1% | +10.8% |
| 1Y | +22.3% | +17.9% | +4.4% | +14.4% |
| 3Y | +43.3% | +154.5% | -111.2% | +1.6% |
| 5Y | +47.3% | +160.3% | -112.9% | +3.0% |
| 10Y | +313.7% | +366.9% | -53.2% | +141.3% |
| All | +11,853.5% | +4,602.4% | +7,251.2% | +3,660.4% |
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