+316.8%
ADP vs FFIV
+126.1%
+190.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.2% | -8.1% | +11.4% | +6.1% |
| 30D | +14.9% | -33.4% | +48.3% | +30.2% |
| 3M | +11.6% | -24.7% | +36.4% | +20.4% |
| 6M | +48.5% | -8.8% | +57.3% | +47.8% |
| YTD | +20.6% | +21.8% | -1.2% | +6.8% |
| 1Y | +23.7% | +25.3% | -1.6% | +8.3% |
| 3Y | +47.8% | +101.2% | -53.4% | +2.5% |
| 5Y | +47.7% | +40.2% | +7.5% | +16.7% |
| All | +316.8% | +126.1% | +190.8% | +153.7% |
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