+316.8%
ADP vs FN
+753.0%
-436.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -2.2% |
| 7D | +3.2% | 0.0% | +3.3% | +2.9% |
| 30D | +14.9% | -34.3% | +49.2% | +18.6% |
| 3M | +11.6% | -39.9% | +51.5% | +15.5% |
| 6M | +48.5% | -51.8% | +100.3% | +55.5% |
| YTD | +20.6% | -28.1% | +48.7% | +17.5% |
| 1Y | +23.7% | -29.1% | +52.8% | +20.1% |
| 3Y | +47.8% | +102.4% | -54.6% | +12.0% |
| 5Y | +47.7% | +171.7% | -123.9% | +1.2% |
| All | +316.8% | +753.0% | -436.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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