+29.0%
UPS vs FICO
-39.1%
+68.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | -0.5% |
| 7D | -2.9% | -19.2% | +16.3% | -2.1% |
| 30D | -3.5% | -14.6% | +11.1% | -3.0% |
| 3M | -5.7% | -20.1% | +14.4% | -5.4% |
| 6M | -4.4% | -36.3% | +32.0% | -2.7% |
| YTD | +8.0% | -44.9% | +52.9% | +10.8% |
| 1Y | +29.0% | -38.6% | +67.7% | +30.7% |
| All | +29.0% | -39.1% | +68.1% | +30.7% |
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 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