+101.7%
FICO vs URA
+128.0%
-26.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.8% |
| 7D | -19.2% | +1.1% | -20.3% | -19.3% |
| 30D | -14.6% | +7.4% | -22.0% | -15.7% |
| 3M | -20.1% | -8.4% | -11.7% | -19.2% |
| 6M | -36.3% | -12.7% | -23.6% | -35.6% |
| YTD | -44.9% | +7.8% | -52.7% | -47.6% |
| 1Y | -38.6% | +19.5% | -58.1% | -44.0% |
| 3Y | +4.0% | +116.4% | -112.4% | -22.3% |
| All | +101.7% | +128.0% | -26.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling