+545.7%
FICO vs UDR
+53.1%
+492.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +2.0% | -1.2% | -0.4% |
| 30D | +9.4% | +7.9% | +1.5% | +4.8% |
| 3M | -30.4% | -1.5% | -28.9% | -30.0% |
| 6M | -35.1% | +0.9% | -36.0% | -35.4% |
| YTD | -56.8% | +4.0% | -60.8% | -57.9% |
| 1Y | -58.4% | +10.4% | -68.8% | -60.8% |
| 3Y | -26.7% | +26.9% | -53.6% | -36.6% |
| 5Y | +88.0% | -19.4% | +107.4% | +104.4% |
| 10Y | +545.7% | +57.0% | +488.7% | +439.5% |
| All | +545.7% | +53.1% | +492.6% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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