+53.2%
ADP vs FN
+289.0%
-235.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.2% |
| 7D | -3.4% | -1.7% | -1.8% | -3.4% |
| 30D | +2.8% | -22.0% | +24.8% | +3.4% |
| 3M | +20.9% | -43.0% | +63.9% | +23.3% |
| 6M | +29.9% | -27.7% | +57.6% | +29.4% |
| YTD | +9.6% | -10.5% | +20.2% | +6.8% |
| 1Y | -5.3% | +12.5% | -17.8% | -10.3% |
| 3Y | +16.5% | +153.8% | -137.3% | -6.1% |
| All | +53.2% | +289.0% | -235.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling