+88.8%
UAL vs FICO
+514.7%
-425.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.9% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -1.2% | +1.7% | -3.0% | -3.2% |
| 3M | -16.8% | -35.2% | +18.4% | -7.3% |
| 6M | +18.0% | -33.7% | +51.6% | +26.6% |
| YTD | -1.2% | -58.2% | +57.0% | +26.0% |
| 1Y | +14.3% | -56.6% | +70.9% | +42.7% |
| 3Y | +194.6% | -24.0% | +218.5% | +165.3% |
| 5Y | +109.6% | +86.1% | +23.6% | +12.8% |
| All | +88.8% | +514.7% | -425.9% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling