+313.7%
ADP vs FIVE
+596.6%
-282.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.5% |
| 7D | +1.1% | +6.2% | -5.1% | -0.1% |
| 30D | +11.5% | +18.2% | -6.7% | +7.9% |
| 3M | +12.0% | +3.8% | +8.2% | +10.8% |
| 6M | +43.8% | +13.7% | +30.1% | +39.0% |
| YTD | +20.1% | +34.7% | -14.7% | +11.5% |
| 1Y | +22.3% | +66.6% | -44.3% | +8.8% |
| 3Y | +43.3% | +44.3% | -1.0% | +25.0% |
| 5Y | +47.3% | +18.8% | +28.6% | +30.4% |
| 10Y | +313.7% | +569.2% | -255.5% | +159.3% |
| All | +313.7% | +596.6% | -282.9% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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