+78,645.2%
FICO vs UL
+2,738.5%
+75,906.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -0.9% | +1.1% | -2.1% | -1.4% |
| 30D | +3.3% | +8.2% | -4.9% | +0.6% |
| 3M | -31.7% | +4.5% | -36.3% | -32.6% |
| 6M | -34.0% | +12.6% | -46.5% | -36.4% |
| YTD | -58.3% | +3.5% | -61.9% | -58.9% |
| 1Y | -57.9% | -0.4% | -57.5% | -58.0% |
| 3Y | -24.1% | +36.0% | -60.0% | -32.6% |
| 5Y | +85.3% | +30.9% | +54.4% | +64.4% |
| 10Y | +520.3% | +97.5% | +422.8% | +384.1% |
| All | +78,645.2% | +2,738.5% | +75,906.7% | +48,566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling