+305.4%
ADP vs FTV
+124.8%
+180.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +11.5% | +17.2% | -5.7% | +3.0% |
| 3M | +12.0% | +8.9% | +3.2% | +7.0% |
| 6M | +43.8% | +11.3% | +32.5% | +35.1% |
| YTD | +20.1% | +21.9% | -1.9% | +6.7% |
| 1Y | +22.3% | +31.6% | -9.3% | +4.5% |
| 3Y | +43.3% | +38.1% | +5.2% | +15.3% |
| 5Y | +47.3% | +15.7% | +31.6% | +28.7% |
| 10Y | +313.7% | +107.5% | +206.2% | +165.0% |
| All | +305.4% | +124.8% | +180.6% | +154.3% |
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