+2,693.8%
FICO vs URA
-51.6%
+2,745.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | -0.9% | -4.1% | +3.2% | +0.1% |
| 30D | +3.3% | -19.0% | +22.3% | +9.2% |
| 3M | -31.7% | -25.1% | -6.6% | -26.5% |
| 6M | -34.0% | -44.5% | +10.5% | -23.5% |
| YTD | -58.3% | -24.3% | -34.0% | -57.6% |
| 1Y | -57.9% | -28.1% | -29.8% | -56.7% |
| 3Y | -24.1% | +40.7% | -64.7% | -41.6% |
| 5Y | +85.3% | +35.5% | +49.9% | +37.7% |
| 10Y | +520.3% | +281.2% | +239.1% | +172.2% |
| All | +2,693.8% | -51.6% | +2,745.4% | +2,196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling