+318.8%
ADP vs FITB
+226.2%
+92.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +11.9% | +7.0% | +4.8% | +9.4% |
| 3M | +13.7% | -4.8% | +18.5% | +15.3% |
| 6M | +46.8% | +13.5% | +33.2% | +40.1% |
| YTD | +21.8% | +19.1% | +2.7% | +13.8% |
| 1Y | +23.5% | +30.8% | -7.2% | +11.8% |
| 3Y | +44.1% | +141.6% | -97.6% | +3.5% |
| 5Y | +49.9% | +48.3% | +1.6% | +23.5% |
| 10Y | +318.8% | +215.9% | +102.8% | +139.2% |
| All | +318.8% | +226.2% | +92.6% | +139.2% |
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