+602.8%
FICO vs URA
+371.9%
+230.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.7% |
| 7D | -15.4% | +8.1% | -23.5% | -17.1% |
| 30D | -10.4% | +5.8% | -16.1% | -11.8% |
| 3M | -22.7% | +3.4% | -26.1% | -24.2% |
| 6M | -36.8% | -2.6% | -34.1% | -38.0% |
| YTD | -44.8% | +11.2% | -56.0% | -48.9% |
| 1Y | -39.3% | +19.8% | -59.2% | -46.1% |
| 3Y | +3.7% | +121.5% | -117.7% | -28.5% |
| 5Y | +101.7% | +134.5% | -32.7% | +27.9% |
| 10Y | +602.8% | +376.7% | +226.1% | +183.0% |
| All | +602.8% | +371.9% | +230.8% | +183.0% |
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