+318.8%
ADP vs FTI
+180.1%
+138.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +11.9% | -6.3% | +18.1% | +12.8% |
| 3M | +13.7% | -13.1% | +26.9% | +15.9% |
| 6M | +46.8% | -8.0% | +54.7% | +47.6% |
| YTD | +21.8% | +47.1% | -25.3% | +12.7% |
| 1Y | +23.5% | +50.7% | -27.1% | +13.8% |
| 3Y | +44.1% | +209.0% | -164.9% | +14.8% |
| 5Y | +49.9% | +847.0% | -797.1% | -6.0% |
| 10Y | +318.8% | +184.3% | +134.5% | +168.8% |
| All | +318.8% | +180.1% | +138.7% | +168.8% |
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