+46.0%
UPS vs FICO
+534.5%
-488.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.6% | +4.0% | -5.6% | -2.3% |
| 30D | +17.9% | -1.5% | +19.5% | +17.9% |
| 3M | +9.4% | -29.8% | +39.2% | +14.9% |
| 6M | +16.2% | -33.3% | +49.4% | +21.7% |
| YTD | +18.8% | -56.9% | +75.6% | +35.4% |
| 1Y | +26.1% | -59.5% | +85.6% | +45.7% |
| 3Y | -4.5% | -26.9% | +22.4% | -9.8% |
| 5Y | -33.2% | +92.9% | -126.1% | -53.6% |
| All | +46.0% | +534.5% | -488.5% | -35.9% |
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