+48.7%
ADP vs FE
+48.8%
-0.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +12.8% | +4.3% | +8.4% | +11.2% |
| 3M | +12.3% | +0.4% | +11.9% | +12.1% |
| 6M | +45.4% | +6.9% | +38.5% | +41.8% |
| YTD | +21.4% | +8.0% | +13.4% | +17.1% |
| 1Y | +23.7% | +4.8% | +18.9% | +20.6% |
| 3Y | +43.6% | +49.0% | -5.3% | +18.4% |
| 5Y | +48.7% | +46.2% | +2.5% | +21.9% |
| All | +48.7% | +48.8% | -0.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling