+316.1%
ADP vs FTI
+178.7%
+137.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +3.2% | -3.3% | +6.5% | +3.7% |
| 30D | +12.8% | -7.2% | +20.0% | +13.8% |
| 3M | +12.3% | -12.9% | +25.2% | +14.4% |
| 6M | +45.4% | -7.9% | +53.3% | +46.2% |
| YTD | +21.4% | +45.2% | -23.8% | +12.6% |
| 1Y | +23.7% | +48.1% | -24.3% | +14.3% |
| 3Y | +43.6% | +205.0% | -161.4% | +14.6% |
| 5Y | +48.7% | +838.8% | -790.1% | -6.6% |
| 10Y | +316.1% | +174.8% | +141.3% | +167.0% |
| All | +316.1% | +178.7% | +137.4% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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