+260.4%
ADP vs FND
+61.4%
+199.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.3% |
| 7D | +0.3% | -5.1% | +5.4% | +1.1% |
| 30D | +11.6% | +9.2% | +2.4% | +9.5% |
| 3M | +15.1% | -17.7% | +32.8% | +18.6% |
| 6M | +46.0% | +2.5% | +43.6% | +43.5% |
| YTD | +22.4% | -19.8% | +42.2% | +24.7% |
| 1Y | +24.5% | -22.7% | +47.2% | +27.5% |
| 3Y | +44.8% | -38.3% | +83.1% | +48.1% |
| 5Y | +49.1% | -63.0% | +112.1% | +62.8% |
| All | +260.4% | +61.4% | +199.0% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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