+317.2%
ADP vs FTV
+109.0%
+208.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.3% | +3.7% | -3.5% | -1.5% |
| 30D | +11.6% | +16.8% | -5.2% | +3.1% |
| 3M | +15.1% | +10.4% | +4.7% | +9.1% |
| 6M | +46.0% | +12.8% | +33.2% | +36.1% |
| YTD | +22.4% | +23.3% | -0.9% | +8.0% |
| 1Y | +24.5% | +31.0% | -6.5% | +6.4% |
| 3Y | +44.8% | +38.6% | +6.2% | +15.9% |
| 5Y | +49.1% | +17.6% | +31.5% | +28.8% |
| All | +317.2% | +109.0% | +208.2% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling