-32.4%
UPS vs FICO
+84.1%
-116.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.0% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | +19.3% | +1.7% | +17.5% | +18.6% |
| 3M | +4.7% | -35.2% | +39.9% | +9.8% |
| 6M | +17.0% | -33.7% | +50.6% | +20.8% |
| YTD | +17.3% | -58.2% | +75.4% | +30.1% |
| 1Y | +27.4% | -56.6% | +83.9% | +40.2% |
| 3Y | -7.7% | -24.0% | +16.2% | -15.3% |
| 5Y | -32.4% | +86.1% | -118.5% | -51.3% |
| All | -32.4% | +84.1% | -116.5% | -51.3% |
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