+49.9%
ADP vs FIVE
+19.0%
+30.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +11.9% | +17.4% | -5.5% | +9.8% |
| 3M | +13.7% | +7.0% | +6.7% | +12.6% |
| 6M | +46.8% | +20.5% | +26.3% | +42.9% |
| YTD | +21.8% | +33.1% | -11.3% | +16.6% |
| 1Y | +23.5% | +67.1% | -43.6% | +14.9% |
| 3Y | +44.1% | +41.9% | +2.2% | +36.4% |
| 5Y | +49.9% | +21.1% | +28.8% | +44.6% |
| All | +49.9% | +19.0% | +30.8% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling