+49.1%
ADP vs FE
+42.2%
+6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +3.2% | -1.0% | +4.3% | +3.6% |
| 30D | +14.9% | +4.1% | +10.8% | +13.4% |
| 3M | +11.6% | -1.0% | +12.6% | +11.9% |
| 6M | +48.5% | +4.0% | +44.5% | +46.2% |
| YTD | +20.6% | +6.8% | +13.7% | +16.8% |
| 1Y | +23.7% | +5.3% | +18.4% | +20.3% |
| 3Y | +47.8% | +44.6% | +3.2% | +23.5% |
| All | +49.1% | +42.2% | +6.9% | +22.3% |
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