+53.2%
ADP vs FE
+45.0%
+8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | +1.9% | -5.4% | -4.1% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +20.9% | +3.5% | +17.4% | +19.4% |
| 6M | +29.9% | -6.1% | +35.9% | +32.3% |
| YTD | +9.6% | +7.6% | +2.0% | +5.9% |
| 1Y | -5.3% | +11.9% | -17.2% | -10.0% |
| 3Y | +16.5% | +48.4% | -32.0% | -3.9% |
| All | +53.2% | +45.0% | +8.2% | +25.9% |
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