-34.5%
UPS vs FICO
+81.4%
-115.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | +17.3% | +3.3% | +14.0% | +16.5% |
| 3M | +6.6% | -31.7% | +38.3% | +10.9% |
| 6M | +12.0% | -34.0% | +46.0% | +15.8% |
| YTD | +14.4% | -58.3% | +72.7% | +26.9% |
| 1Y | +23.3% | -57.9% | +81.2% | +36.5% |
| 3Y | -9.6% | -24.1% | +14.4% | -17.1% |
| All | -34.5% | +81.4% | -115.9% | -52.5% |
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