+144.6%
URI vs FICO
-24.0%
+168.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.3% |
| 7D | -12.9% | -0.3% | -12.7% | -12.9% |
| 30D | -3.4% | +1.7% | -5.1% | -4.1% |
| 3M | -10.0% | -35.2% | +25.2% | -5.2% |
| 6M | +12.2% | -33.7% | +45.8% | +15.2% |
| YTD | +29.8% | -58.2% | +87.9% | +49.3% |
| 1Y | +24.6% | -56.6% | +81.2% | +41.7% |
| All | +144.6% | -24.0% | +168.6% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling