+565.2%
FLEX vs ADP
+318.0%
+247.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | -19.3% | +3.2% | -22.6% | -20.8% |
| 30D | -41.5% | +14.9% | -56.4% | -46.1% |
| 3M | -43.1% | +11.6% | -54.7% | -47.1% |
| 6M | -48.2% | +48.5% | -96.7% | -60.3% |
| YTD | +15.5% | +20.6% | -5.1% | -0.9% |
| 1Y | +10.2% | +23.7% | -13.5% | -7.2% |
| 3Y | +256.8% | +47.8% | +209.0% | +157.9% |
| 5Y | +408.2% | +47.7% | +360.5% | +260.3% |
| All | +565.2% | +318.0% | +247.2% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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