+49.6%
ADP vs FN
+148.3%
-98.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +1.4% |
| 7D | +7.4% | -16.0% | +23.3% | +7.6% |
| 30D | +17.1% | -40.1% | +57.2% | +18.2% |
| 3M | +14.4% | -43.9% | +58.3% | +15.5% |
| 6M | +47.9% | -55.6% | +103.5% | +50.3% |
| YTD | +22.1% | -35.7% | +57.7% | +19.3% |
| 1Y | +21.8% | -39.8% | +61.6% | +19.4% |
| 3Y | +50.5% | +80.3% | -29.8% | +21.6% |
| 5Y | +49.6% | +143.3% | -93.7% | +5.3% |
| All | +49.6% | +148.3% | -98.7% | +5.3% |
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 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