+35.9%
UNP vs FICO
-58.2%
+94.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -4.6% | -0.9% | -3.6% | -4.5% |
| 30D | +5.6% | +3.3% | +2.3% | +5.3% |
| 3M | -1.3% | -31.7% | +30.4% | +0.2% |
| 6M | +9.2% | -34.0% | +43.2% | +10.8% |
| YTD | +27.3% | -58.3% | +85.7% | +37.8% |
| 1Y | +35.9% | -57.9% | +93.8% | +46.1% |
| All | +35.9% | -58.2% | +94.1% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling