-59.5%
FICO vs UL
-2.4%
-57.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +4.0% | -1.7% | +5.7% | +4.8% |
| 30D | -1.5% | +4.5% | -6.0% | -3.5% |
| 3M | -29.8% | +5.5% | -35.3% | -31.3% |
| 6M | -33.3% | +17.0% | -50.3% | -35.7% |
| YTD | -56.9% | +3.2% | -60.1% | -58.9% |
| 1Y | -59.5% | -1.9% | -57.6% | -60.6% |
| All | -59.5% | -2.4% | -57.1% | -60.6% |
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