+602.8%
FICO vs UDR
+42.1%
+560.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -15.4% | -2.1% | -13.4% | -14.5% |
| 30D | -10.4% | -5.6% | -4.8% | -7.5% |
| 3M | -22.7% | -5.8% | -16.9% | -19.8% |
| 6M | -36.8% | -1.1% | -35.7% | -36.3% |
| YTD | -44.8% | +1.6% | -46.4% | -45.4% |
| 1Y | -39.3% | -2.7% | -36.7% | -38.7% |
| 3Y | +3.7% | +6.3% | -2.6% | -1.2% |
| 5Y | +101.7% | -19.3% | +121.1% | +119.5% |
| 10Y | +602.8% | +46.0% | +556.8% | +488.1% |
| All | +602.8% | +42.1% | +560.6% | +488.1% |
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