+84.4%
FICO vs UL
+33.5%
+50.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +0.1% | +4.5% | -4.4% | -1.4% |
| 3M | -35.2% | +6.5% | -41.6% | -36.4% |
| 6M | -32.4% | +18.2% | -50.5% | -35.5% |
| YTD | -57.4% | +4.7% | -62.1% | -58.2% |
| 1Y | -58.5% | +0.8% | -59.3% | -58.9% |
| 3Y | -28.9% | +35.9% | -64.7% | -37.0% |
| All | +84.4% | +33.5% | +50.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling