+499.7%
FICO vs URA
+278.3%
+221.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.5% |
| 7D | -0.9% | -4.1% | +3.2% | 0.0% |
| 30D | +3.3% | -19.0% | +22.3% | +8.3% |
| 3M | -31.7% | -25.1% | -6.6% | -27.3% |
| 6M | -34.0% | -44.5% | +10.5% | -24.9% |
| YTD | -58.3% | -24.3% | -34.0% | -57.9% |
| 1Y | -57.9% | -28.1% | -29.8% | -57.0% |
| 3Y | -24.1% | +40.7% | -64.7% | -41.1% |
| 5Y | +85.3% | +35.5% | +49.9% | +39.1% |
| All | +499.7% | +278.3% | +221.4% | +153.5% |
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