+319.9%
ADP vs FICO
+527.0%
-207.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.2% | +2.2% | -0.1% | +1.5% |
| 30D | +10.6% | +0.1% | +10.5% | +10.1% |
| 3M | +12.9% | -35.2% | +48.1% | +24.9% |
| 6M | +50.6% | -32.4% | +83.0% | +62.6% |
| YTD | +23.2% | -57.4% | +80.6% | +51.8% |
| 1Y | +25.3% | -58.5% | +83.8% | +55.6% |
| 3Y | +47.1% | -28.9% | +76.0% | +40.9% |
| 5Y | +50.1% | +91.7% | -41.7% | -8.0% |
| All | +319.9% | +527.0% | -207.1% | +41.9% |
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