+7,128.3%
URI vs FICO
+7,613.3%
-485.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.5% |
| 7D | -12.9% | -0.3% | -12.7% | -12.8% |
| 30D | -3.4% | +1.7% | -5.1% | -5.4% |
| 3M | -10.0% | -35.2% | +25.2% | +2.8% |
| 6M | +12.2% | -33.7% | +45.8% | +22.6% |
| YTD | +29.8% | -58.2% | +87.9% | +69.7% |
| 1Y | +24.6% | -56.6% | +81.2% | +59.7% |
| 3Y | +137.6% | -24.0% | +161.6% | +117.3% |
| 5Y | +176.6% | +86.1% | +90.6% | +56.2% |
| 10Y | +1,402.6% | +522.8% | +879.8% | +362.7% |
| All | +7,128.3% | +7,613.3% | -485.0% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling