-23.8%
FICO vs URA
+30.2%
-54.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.2% |
| 7D | -0.3% | -13.3% | +13.0% | +0.6% |
| 30D | +1.7% | -25.9% | +27.6% | +3.7% |
| 3M | -35.2% | -27.8% | -7.4% | -33.9% |
| 6M | -33.7% | -42.8% | +9.2% | -30.5% |
| YTD | -58.2% | -27.5% | -30.7% | -58.7% |
| 1Y | -56.6% | -35.1% | -21.4% | -56.2% |
| All | -23.8% | +30.2% | -54.0% | -38.6% |
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