+270.2%
ADP vs FTV
+90.8%
+179.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -3.4% | -4.5% | +1.1% | -1.3% |
| 30D | +2.8% | -7.1% | +9.8% | +6.4% |
| 3M | +20.9% | -7.2% | +28.1% | +24.6% |
| 6M | +29.9% | -1.5% | +31.4% | +29.5% |
| YTD | +9.6% | +3.5% | +6.2% | +6.0% |
| 1Y | -5.3% | +20.3% | -25.6% | -15.6% |
| 3Y | +16.5% | -3.1% | +19.6% | +13.3% |
| 5Y | +49.4% | +2.3% | +47.1% | +38.5% |
| 10Y | +282.2% | +76.3% | +205.9% | +166.0% |
| All | +270.2% | +90.8% | +179.5% | +152.5% |
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 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