+538.9%
FICO vs URA
+272.2%
+266.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.7% |
| 7D | +1.4% | +4.5% | -3.0% | +0.3% |
| 30D | -0.8% | -13.4% | +12.6% | +2.4% |
| 3M | -31.3% | -28.4% | -2.9% | -26.1% |
| 6M | -33.9% | -40.5% | +6.5% | -26.2% |
| YTD | -57.6% | -24.3% | -33.3% | -57.1% |
| 1Y | -59.7% | -28.8% | -30.8% | -58.6% |
| 3Y | -28.0% | +37.6% | -65.6% | -43.8% |
| 5Y | +91.0% | +30.7% | +60.3% | +45.1% |
| All | +538.9% | +272.2% | +266.7% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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