+316.8%
ADP vs FICO
+512.2%
-195.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.2% | -0.9% | +4.2% | +3.5% |
| 30D | +14.9% | +3.3% | +11.6% | +13.0% |
| 3M | +11.6% | -31.7% | +43.3% | +21.4% |
| 6M | +48.5% | -34.0% | +82.4% | +61.4% |
| YTD | +20.6% | -58.3% | +78.9% | +49.6% |
| 1Y | +23.7% | -57.9% | +81.6% | +52.8% |
| 3Y | +47.8% | -24.1% | +71.9% | +37.8% |
| 5Y | +47.7% | +85.3% | -37.6% | -8.4% |
| All | +316.8% | +512.2% | -195.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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