-24.1%
FICO vs UL
+35.9%
-60.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -0.9% | +1.1% | -2.1% | -1.3% |
| 30D | +3.3% | +8.2% | -4.9% | +1.0% |
| 3M | -31.7% | +4.5% | -36.3% | -32.5% |
| 6M | -34.0% | +12.6% | -46.5% | -35.5% |
| YTD | -58.3% | +3.5% | -61.9% | -59.0% |
| 1Y | -57.9% | -0.4% | -57.5% | -58.4% |
| 3Y | -24.1% | +36.0% | -60.0% | -27.4% |
| All | -24.1% | +35.9% | -60.0% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling