+255.0%
UPS vs FICO
+6,619.6%
-6,364.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 3M | +4.7% | -35.2% | +39.9% | +12.2% |
| 6M | +17.0% | -33.7% | +50.6% | +23.1% |
| YTD | +17.3% | -58.2% | +75.4% | +34.7% |
| 1Y | +27.4% | -56.6% | +83.9% | +44.9% |
| 3Y | -7.7% | -24.0% | +16.2% | -11.4% |
| 5Y | -32.4% | +86.1% | -118.5% | -48.9% |
| 10Y | +53.3% | +522.8% | -469.5% | -15.6% |
| All | +255.0% | +6,619.6% | -6,364.7% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling