+611.3%
ADI vs FE
+113.1%
+498.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -6.6% | -2.1% | -4.4% | -5.9% |
| 3M | -9.8% | +2.6% | -12.4% | -10.8% |
| 6M | +15.7% | -6.8% | +22.4% | +17.9% |
| YTD | +35.1% | +6.9% | +28.2% | +31.4% |
| 1Y | +47.7% | +11.6% | +36.1% | +41.2% |
| 3Y | +114.5% | +47.7% | +66.8% | +82.5% |
| 5Y | +141.2% | +46.2% | +95.0% | +104.0% |
| 10Y | +611.3% | +109.2% | +502.1% | +490.5% |
| All | +611.3% | +113.1% | +498.2% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling