+473.3%
FLEX vs ADP
+49.7%
+423.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | -32.6% | +11.9% | -44.5% | -33.8% |
| 3M | -35.5% | +13.7% | -49.2% | -36.9% |
| 6M | -45.6% | +46.8% | -92.3% | -51.2% |
| YTD | +30.7% | +21.8% | +8.9% | +26.8% |
| 1Y | +28.4% | +23.5% | +4.8% | +23.3% |
| 3Y | +301.7% | +44.1% | +257.6% | +242.4% |
| 5Y | +473.3% | +49.9% | +423.4% | +358.1% |
| All | +473.3% | +49.7% | +423.6% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling