+49.6%
ADP vs FE
+44.7%
+4.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +7.4% | +0.6% | +6.8% | +7.3% |
| 30D | +17.1% | +6.4% | +10.7% | +15.8% |
| 3M | +14.4% | -0.5% | +14.9% | +14.4% |
| 6M | +47.9% | +4.7% | +43.1% | +46.5% |
| YTD | +22.1% | +8.4% | +13.7% | +19.3% |
| 1Y | +21.8% | +7.2% | +14.5% | +19.2% |
| All | +49.6% | +44.7% | +4.9% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling