+316.8%
ADP vs FE
+107.4%
+209.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.2% | 0.0% | +3.3% | +3.3% |
| 30D | +14.9% | +5.2% | +9.7% | +12.6% |
| 3M | +11.6% | 0.0% | +11.6% | +11.6% |
| 6M | +48.5% | +5.0% | +43.4% | +45.2% |
| YTD | +20.6% | +7.9% | +12.7% | +16.0% |
| 1Y | +23.7% | +6.3% | +17.4% | +19.6% |
| 3Y | +47.8% | +46.0% | +1.8% | +23.0% |
| 5Y | +47.7% | +45.6% | +2.1% | +22.1% |
| All | +316.8% | +107.4% | +209.5% | +220.5% |
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