+316.1%
ADP vs FLUT
-25.6%
+341.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +3.2% | -1.5% | +4.7% | +3.3% |
| 30D | +12.8% | +3.4% | +9.3% | +12.4% |
| 3M | +12.3% | -12.5% | +24.8% | +13.4% |
| 6M | +45.4% | -18.5% | +63.9% | +47.6% |
| YTD | +21.4% | -61.6% | +83.0% | +30.1% |
| 1Y | +23.7% | -64.1% | +87.8% | +33.0% |
| 3Y | +43.6% | -44.5% | +88.1% | +49.1% |
| 5Y | +48.7% | -51.3% | +100.0% | +51.6% |
| 10Y | +316.1% | -25.6% | +341.7% | +327.2% |
| All | +316.1% | -25.6% | +341.7% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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