+279.0%
ADP vs FLR
+17.1%
+261.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.7% |
| 7D | -5.7% | -3.1% | -2.5% | -5.3% |
| 30D | -3.1% | +4.9% | -8.0% | -3.7% |
| 3M | +15.6% | +10.8% | +4.8% | +13.5% |
| 6M | +20.8% | +19.7% | +1.1% | +16.8% |
| YTD | +4.7% | +38.4% | -33.6% | -0.7% |
| 1Y | -8.3% | +34.7% | -43.0% | -13.0% |
| 3Y | +13.6% | +56.7% | -43.1% | +2.9% |
| 5Y | +45.0% | +241.6% | -196.6% | +17.4% |
| 10Y | +279.0% | +20.2% | +258.8% | +218.6% |
| All | +279.0% | +17.1% | +261.8% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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