+3.1%
FICO vs UUUU
+96.9%
-93.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.7% |
| 7D | -19.2% | -1.4% | -17.8% | -19.2% |
| 30D | -14.6% | +16.3% | -30.9% | -14.5% |
| 3M | -20.1% | -16.7% | -3.4% | -19.5% |
| 6M | -36.3% | -33.7% | -2.7% | -35.7% |
| YTD | -44.9% | -0.5% | -44.4% | -45.9% |
| 1Y | -38.6% | +28.9% | -67.5% | -41.5% |
| All | +3.1% | +96.9% | -93.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling