+49.6%
ADP vs FE
+46.2%
+3.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +7.4% | +0.6% | +6.8% | +7.2% |
| 30D | +17.1% | +6.4% | +10.7% | +14.7% |
| 3M | +14.4% | -0.5% | +14.9% | +14.5% |
| 6M | +47.9% | +4.7% | +43.1% | +45.2% |
| YTD | +22.1% | +8.4% | +13.7% | +17.6% |
| 1Y | +21.8% | +7.2% | +14.5% | +17.7% |
| 3Y | +50.5% | +44.9% | +5.6% | +25.9% |
| 5Y | +49.6% | +46.3% | +3.3% | +23.1% |
| All | +49.6% | +46.2% | +3.3% | +23.1% |
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