+37.9%
UPS vs FICO
+605.7%
-567.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +2.2% |
| 7D | -2.9% | -19.2% | +16.3% | +1.1% |
| 30D | -3.5% | -14.6% | +11.1% | -0.8% |
| 3M | -5.7% | -20.1% | +14.4% | -2.8% |
| 6M | -4.4% | -36.3% | +32.0% | +2.5% |
| YTD | +8.0% | -44.9% | +52.9% | +19.2% |
| 1Y | +29.0% | -38.6% | +67.7% | +37.5% |
| 3Y | -27.7% | +4.0% | -31.7% | -36.0% |
| 5Y | -34.3% | +99.5% | -133.9% | -53.1% |
| All | +37.9% | +605.7% | -567.8% | -38.1% |
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 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