+307.1%
ADP vs FTV
+119.0%
+188.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +14.9% | +15.7% | -0.8% | +6.8% |
| 3M | +11.6% | +7.5% | +4.1% | +7.3% |
| 6M | +48.5% | +8.5% | +40.0% | +41.2% |
| YTD | +20.6% | +18.8% | +1.8% | +8.6% |
| 1Y | +23.7% | +28.5% | -4.8% | +6.9% |
| 3Y | +47.8% | +34.0% | +13.8% | +20.8% |
| 5Y | +47.7% | +12.6% | +35.1% | +30.7% |
| 10Y | +324.0% | +111.4% | +212.5% | +171.9% |
| All | +307.1% | +119.0% | +188.1% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling