-24.1%
FICO vs URA
+36.0%
-60.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | -0.9% | -4.1% | +3.2% | -0.7% |
| 30D | +3.3% | -19.0% | +22.3% | +4.7% |
| 3M | -31.7% | -25.1% | -6.6% | -30.5% |
| 6M | -34.0% | -44.5% | +10.5% | -30.3% |
| YTD | -58.3% | -24.3% | -34.0% | -59.0% |
| 1Y | -57.9% | -28.1% | -29.8% | -58.2% |
| 3Y | -24.1% | +40.7% | -64.7% | -39.0% |
| All | -24.1% | +36.0% | -60.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling