+71.2%
UBER vs FICO
+153.8%
-82.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.0% | +2.6% |
| 7D | +6.7% | -0.1% | +6.7% | +6.6% |
| 30D | -0.5% | +8.4% | -8.9% | -4.8% |
| 3M | -5.1% | -30.5% | +25.4% | +5.0% |
| 6M | -5.7% | -35.7% | +30.1% | +5.4% |
| YTD | -12.9% | -57.2% | +44.3% | +15.3% |
| 1Y | -22.6% | -58.4% | +35.8% | +3.7% |
| 3Y | +42.2% | -24.8% | +67.0% | +19.2% |
| 5Y | +56.4% | +79.3% | -22.9% | -29.8% |
| All | +71.2% | +153.8% | -82.6% | -52.0% |
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