+20.5%
ADP vs FTV
+37.8%
-17.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +2.1% |
| 7D | +6.4% | +6.6% | -0.2% | +5.0% |
| 30D | +16.6% | +19.1% | -2.5% | +12.4% |
| 3M | +12.9% | +13.1% | -0.2% | +9.9% |
| 6M | +45.7% | +14.0% | +31.7% | +40.7% |
| YTD | +20.6% | +24.2% | -3.5% | +15.1% |
| 1Y | +20.5% | +36.4% | -15.9% | +11.3% |
| All | +20.5% | +37.8% | -17.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling