+283.8%
ADP vs FFIV
+224.7%
+59.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.4% | -1.0% | -2.5% | -3.1% |
| 30D | +2.8% | -5.1% | +7.9% | +4.4% |
| 3M | +20.9% | -4.5% | +25.4% | +21.9% |
| 6M | +29.9% | +36.5% | -6.6% | +14.2% |
| YTD | +9.6% | +53.0% | -43.3% | -8.0% |
| 1Y | -5.3% | +24.2% | -29.5% | -14.7% |
| 3Y | +16.5% | +137.2% | -120.7% | -21.1% |
| 5Y | +49.4% | +91.8% | -42.4% | +8.0% |
| All | +283.8% | +224.7% | +59.1% | +123.1% |
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