-5.3%
ADP vs FTV
+21.5%
-26.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -3.4% | -4.6% | +1.2% | -2.6% |
| 30D | +2.8% | -7.2% | +10.0% | +4.3% |
| 3M | +20.9% | -7.3% | +28.2% | +22.1% |
| 6M | +29.9% | -1.6% | +31.5% | +29.5% |
| YTD | +9.6% | +3.3% | +6.3% | +8.8% |
| 1Y | -5.3% | +20.2% | -25.5% | -7.8% |
| All | -5.3% | +21.5% | -26.8% | -7.8% |
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