+2,413.2%
FICO vs UUUU
-92.0%
+2,505.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.7% |
| 7D | -19.2% | -1.4% | -17.8% | -19.1% |
| 30D | -14.6% | +16.3% | -30.9% | -15.7% |
| 3M | -20.1% | -16.7% | -3.4% | -19.6% |
| 6M | -36.3% | -33.7% | -2.7% | -35.3% |
| YTD | -44.9% | -0.5% | -44.4% | -46.4% |
| 1Y | -38.6% | +28.9% | -67.5% | -42.3% |
| 3Y | +4.0% | +99.9% | -95.9% | -8.7% |
| 5Y | +99.5% | +135.3% | -35.8% | +67.7% |
| 10Y | +604.7% | +518.4% | +86.3% | +407.2% |
| All | +2,413.2% | -92.0% | +2,505.3% | +1,669.7% |
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 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