+7,682.4%
URI vs FICO
+7,543.8%
+138.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.1% | -3.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | +4.6% | +1.7% | +3.0% | +2.5% |
| 3M | -2.1% | -33.0% | +30.9% | +10.2% |
| 6M | +21.9% | -33.9% | +55.8% | +33.4% |
| YTD | +39.7% | -58.5% | +98.2% | +83.4% |
| 1Y | +32.9% | -56.4% | +89.2% | +69.8% |
| 3Y | +155.8% | -24.7% | +180.5% | +135.0% |
| 5Y | +202.4% | +83.1% | +119.3% | +72.1% |
| 10Y | +1,517.7% | +517.2% | +1,000.5% | +400.3% |
| All | +7,682.4% | +7,543.8% | +138.6% | +718.8% |
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