+545.7%
FICO vs UL
+106.3%
+439.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.9% | +2.6% | -1.7% | -0.4% |
| 30D | +9.4% | +6.8% | +2.7% | +6.1% |
| 3M | -30.4% | +5.7% | -36.1% | -32.0% |
| 6M | -35.1% | +15.9% | -51.0% | -39.2% |
| YTD | -56.8% | +4.3% | -61.0% | -57.8% |
| 1Y | -58.4% | -0.4% | -58.0% | -58.6% |
| 3Y | -26.7% | +35.0% | -61.6% | -38.7% |
| 5Y | +88.0% | +31.6% | +56.4% | +55.2% |
| 10Y | +545.7% | +104.6% | +441.1% | +399.4% |
| All | +545.7% | +106.3% | +439.4% | +399.4% |
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