+49.5%
UBER vs FICO
+81.4%
-32.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.1% | -0.9% | +6.1% | +5.3% |
| 30D | +0.2% | +3.3% | -3.1% | -1.4% |
| 3M | -2.7% | -31.7% | +29.1% | +5.1% |
| 6M | -13.4% | -34.0% | +20.6% | -7.3% |
| YTD | -16.1% | -58.3% | +42.3% | +3.8% |
| 1Y | -25.5% | -57.9% | +32.4% | -8.4% |
| 3Y | +42.5% | -24.1% | +66.5% | +20.6% |
| All | +49.5% | +81.4% | -32.0% | -19.7% |
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