+116.2%
FICO vs UUUU
+88.5%
+27.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.9% |
| 7D | -14.1% | -5.0% | -9.1% | -13.9% |
| 30D | -7.5% | -7.8% | +0.3% | -7.1% |
| 3M | -21.3% | -0.4% | -20.8% | -21.6% |
| 6M | -25.2% | -32.9% | +7.6% | -23.9% |
| YTD | -43.2% | -6.3% | -36.9% | -45.1% |
| 1Y | -37.2% | +7.9% | -45.1% | -41.5% |
| 3Y | +6.8% | +85.2% | -78.4% | -11.7% |
| All | +116.2% | +88.5% | +27.7% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling