+316.8%
ADP vs FE
+105.3%
+211.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +3.2% | -1.0% | +4.3% | +3.7% |
| 30D | +14.9% | +4.1% | +10.8% | +13.1% |
| 3M | +11.6% | -1.0% | +12.6% | +12.0% |
| 6M | +48.5% | +4.0% | +44.5% | +45.8% |
| YTD | +20.6% | +6.8% | +13.7% | +16.5% |
| 1Y | +23.7% | +5.3% | +18.4% | +20.1% |
| 3Y | +47.8% | +44.6% | +3.2% | +23.5% |
| 5Y | +47.7% | +44.2% | +3.5% | +22.6% |
| All | +316.8% | +105.3% | +211.5% | +221.7% |
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