+1,799.4%
FICO vs UUUU
-96.3%
+1,895.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | -13.6% | +12.7% | +0.1% |
| 30D | +3.3% | -35.1% | +38.4% | +6.4% |
| 3M | -31.7% | -48.4% | +16.6% | -28.7% |
| 6M | -34.0% | -71.7% | +37.7% | -28.4% |
| YTD | -58.3% | -54.2% | -4.1% | -57.3% |
| 1Y | -57.9% | -56.0% | -2.0% | -56.9% |
| 3Y | -24.1% | -13.1% | -11.0% | -29.2% |
| 5Y | +85.3% | -35.2% | +120.5% | +71.9% |
| 10Y | +520.3% | +404.5% | +115.7% | +356.6% |
| All | +1,799.4% | -96.3% | +1,895.7% | +1,310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling