+63.3%
UBER vs FICO
+88.0%
-24.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | +4.0% | -2.8% | +0.1% |
| 30D | -1.1% | -1.5% | +0.4% | -1.2% |
| 3M | -10.0% | -29.8% | +19.8% | -3.5% |
| 6M | -7.2% | -33.3% | +26.1% | -0.6% |
| YTD | -13.5% | -56.9% | +43.4% | +6.0% |
| 1Y | -24.5% | -59.5% | +35.0% | -5.4% |
| 3Y | +37.0% | -26.9% | +63.9% | +19.3% |
| 5Y | +63.3% | +92.9% | -29.6% | -13.3% |
| All | +63.3% | +88.0% | -24.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling