+211.6%
ADP vs FND
+58.4%
+153.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.7% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -1.2% | -23.6% | +22.3% | +3.5% |
| 3M | +17.9% | +4.3% | +13.5% | +16.0% |
| 6M | +20.3% | -20.3% | +40.6% | +23.7% |
| YTD | +5.8% | -21.3% | +27.1% | +8.5% |
| 1Y | -7.7% | -45.4% | +37.7% | +1.2% |
| 3Y | +14.7% | -48.9% | +63.6% | +22.4% |
| 5Y | +45.8% | -61.0% | +106.8% | +57.5% |
| All | +211.6% | +58.4% | +153.2% | +167.6% |
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