+313.7%
ADP vs FFIV
+132.4%
+181.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | +11.5% | -33.8% | +45.3% | +26.8% |
| 3M | +12.0% | -20.6% | +32.7% | +18.5% |
| 6M | +43.8% | -10.2% | +54.1% | +44.1% |
| YTD | +20.1% | +24.5% | -4.4% | +5.6% |
| 1Y | +22.3% | +29.3% | -7.0% | +5.8% |
| 3Y | +43.3% | +103.8% | -60.5% | -1.0% |
| 5Y | +47.3% | +40.9% | +6.5% | +16.4% |
| 10Y | +313.7% | +126.6% | +187.1% | +151.2% |
| All | +313.7% | +132.4% | +181.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling