+313.7%
ADP vs FITB
+247.7%
+66.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | +11.5% | +7.3% | +4.2% | +8.9% |
| 3M | +12.0% | -4.0% | +16.0% | +13.3% |
| 6M | +43.8% | +11.9% | +31.9% | +38.0% |
| YTD | +20.1% | +19.0% | +1.1% | +12.3% |
| 1Y | +22.3% | +31.0% | -8.7% | +10.6% |
| 3Y | +43.3% | +143.8% | -100.5% | +2.6% |
| 5Y | +47.3% | +48.9% | -1.5% | +21.3% |
| 10Y | +313.7% | +236.6% | +77.1% | +137.5% |
| All | +313.7% | +247.7% | +66.0% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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