-56.4%
FICO vs UL
+1.7%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -4.7% |
| 7D | +0.4% | +4.7% | -4.3% | -1.8% |
| 30D | +1.7% | +11.6% | -9.9% | -3.3% |
| 3M | -33.0% | +5.3% | -38.4% | -34.6% |
| 6M | -33.9% | +16.0% | -49.9% | -36.7% |
| YTD | -58.5% | +5.0% | -63.5% | -60.6% |
| 1Y | -56.4% | +1.1% | -57.5% | -57.2% |
| All | -56.4% | +1.7% | -58.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling