+499.7%
FICO vs UDR
+50.7%
+449.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -0.9% | +3.0% | -3.9% | -2.6% |
| 30D | +3.3% | +10.3% | -6.9% | -2.2% |
| 3M | -31.7% | -2.9% | -28.8% | -30.8% |
| 6M | -34.0% | +0.3% | -34.3% | -34.1% |
| YTD | -58.3% | +3.8% | -62.1% | -59.3% |
| 1Y | -57.9% | +12.7% | -70.7% | -60.8% |
| 3Y | -24.1% | +27.6% | -51.6% | -34.6% |
| 5Y | +85.3% | -18.6% | +103.9% | +100.4% |
| All | +499.7% | +50.7% | +449.0% | +403.5% |
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