+1,340.7%
URI vs FICO
+512.2%
+828.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -9.8% | -0.9% | -8.8% | -9.5% |
| 30D | +1.7% | +3.3% | -1.6% | -0.7% |
| 3M | -9.1% | -31.7% | +22.7% | +0.6% |
| 6M | +9.9% | -34.0% | +43.8% | +18.8% |
| YTD | +31.2% | -58.3% | +89.5% | +70.4% |
| 1Y | +25.9% | -57.9% | +83.9% | +62.4% |
| 3Y | +147.4% | -24.1% | +171.4% | +114.7% |
| 5Y | +179.7% | +85.3% | +94.4% | +38.0% |
| All | +1,340.7% | +512.2% | +828.5% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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