-33.3%
FICO vs UUUU
-67.9%
+34.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | +0.2% |
| 7D | +4.0% | -3.5% | +7.5% | +3.4% |
| 30D | -1.5% | -28.3% | +26.8% | -6.6% |
| 3M | -29.8% | -53.1% | +23.3% | -38.0% |
| 6M | -33.3% | -68.6% | +35.3% | -34.7% |
| All | -33.3% | -67.9% | +34.7% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling