+175.7%
ETN vs ADP
+45.3%
+130.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +3.0% | -5.7% | +8.7% | +4.4% |
| 30D | -10.9% | -1.4% | -9.5% | -10.8% |
| 3M | +9.2% | +16.6% | -7.3% | +3.5% |
| 6M | +13.9% | +24.9% | -11.0% | +4.5% |
| YTD | +29.5% | +5.6% | +24.0% | +28.0% |
| 1Y | +14.2% | -6.0% | +20.2% | +19.3% |
| 3Y | +79.9% | +14.5% | +65.4% | +67.9% |
| 5Y | +175.7% | +47.9% | +127.8% | +112.1% |
| All | +175.7% | +45.3% | +130.4% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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