-36.4%
FICO vs UUUU
+17.3%
-53.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.3% |
| 7D | -10.6% | +1.8% | -12.4% | -10.5% |
| 30D | -6.3% | +1.8% | -8.2% | -6.1% |
| 3M | -19.7% | +1.3% | -21.0% | -18.6% |
| 6M | -31.8% | -26.8% | -5.0% | -31.4% |
| YTD | -41.8% | +0.1% | -41.9% | -42.5% |
| 1Y | -36.4% | +11.2% | -47.7% | -44.2% |
| All | -36.4% | +17.3% | -53.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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