+539.5%
FICO vs URA
+277.9%
+261.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +4.0% | +2.9% | +1.1% | +3.1% |
| 30D | -1.5% | -10.8% | +9.3% | +0.9% |
| 3M | -29.8% | -25.5% | -4.3% | -25.2% |
| 6M | -33.3% | -41.2% | +8.0% | -25.1% |
| YTD | -56.9% | -21.3% | -35.6% | -56.9% |
| 1Y | -59.5% | -25.7% | -33.8% | -58.9% |
| 3Y | -26.9% | +43.1% | -69.9% | -43.4% |
| 5Y | +92.9% | +35.6% | +57.3% | +45.3% |
| 10Y | +539.5% | +281.3% | +258.2% | +154.8% |
| All | +539.5% | +277.9% | +261.6% | +154.8% |
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