+2,221.2%
ADP vs FE
+561.4%
+1,659.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.2% |
| YTD | +9.6% | +7.6% | +2.0% | +6.3% |
| 1Y | -5.3% | +11.9% | -17.2% | -9.5% |
| 3Y | +16.5% | +48.4% | -32.0% | -0.4% |
| 5Y | +49.4% | +44.8% | +4.6% | +28.3% |
| 10Y | +282.2% | +115.9% | +166.3% | +180.6% |
| All | +2,221.2% | +561.4% | +1,659.7% | +946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling