+4.4%
FICO vs UL
+25.2%
-20.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -1.3% | -17.8% | -18.9% |
| 30D | -14.6% | +0.5% | -15.1% | -14.7% |
| 3M | -20.1% | +17.6% | -37.7% | -22.1% |
| 6M | -36.3% | -5.4% | -31.0% | -36.0% |
| YTD | -44.9% | +0.7% | -45.6% | -45.3% |
| 1Y | -38.6% | -9.3% | -29.4% | -38.3% |
| All | +4.4% | +25.2% | -20.8% | +0.4% |
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