+43.3%
ADP vs FE
+47.7%
-4.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | +11.5% | +4.6% | +6.9% | +10.6% |
| 3M | +12.0% | -0.8% | +12.9% | +12.1% |
| 6M | +43.8% | +7.3% | +36.5% | +41.9% |
| YTD | +20.1% | +8.3% | +11.7% | +17.3% |
| 1Y | +22.3% | +5.7% | +16.6% | +20.1% |
| 3Y | +43.3% | +49.0% | -5.7% | +28.8% |
| All | +43.3% | +47.7% | -4.4% | +28.8% |
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