+531.6%
FICO vs UL
+102.0%
+429.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -0.1% | +0.3% | -0.3% | -0.3% |
| 30D | +8.4% | +7.0% | +1.4% | +5.0% |
| 3M | -30.5% | +5.8% | -36.3% | -32.1% |
| 6M | -35.7% | +16.1% | -51.8% | -39.8% |
| YTD | -57.2% | +4.5% | -61.7% | -58.3% |
| 1Y | -58.4% | -1.3% | -57.1% | -58.4% |
| 3Y | -24.8% | +35.0% | -59.8% | -37.1% |
| 5Y | +79.3% | +31.9% | +47.3% | +47.8% |
| 10Y | +531.6% | +99.3% | +432.4% | +385.1% |
| All | +531.6% | +102.0% | +429.7% | +385.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling