+279.0%
ADP vs FTV
+78.2%
+200.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -5.7% | -1.3% | -4.4% | -5.1% |
| 30D | -3.1% | -9.5% | +6.4% | +1.7% |
| 3M | +15.6% | -10.9% | +26.5% | +21.7% |
| 6M | +20.8% | -0.6% | +21.4% | +19.9% |
| YTD | +4.7% | +1.4% | +3.3% | +2.2% |
| 1Y | -8.3% | +17.6% | -25.9% | -17.5% |
| 3Y | +13.6% | -3.3% | +16.8% | +10.4% |
| 5Y | +45.0% | -0.1% | +45.2% | +36.0% |
| 10Y | +279.0% | +82.5% | +196.5% | +163.5% |
| All | +279.0% | +78.2% | +200.8% | +163.5% |
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