+1,225.9%
UMC vs FICO
+535.6%
+690.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.8% |
| 7D | -8.3% | +0.9% | -9.2% | -8.4% |
| 30D | -34.5% | +9.4% | -43.9% | -36.1% |
| 3M | -20.0% | -30.4% | +10.4% | -16.3% |
| 6M | -0.7% | -35.1% | +34.4% | +2.9% |
| YTD | +94.7% | -56.8% | +151.5% | +121.7% |
| 1Y | +106.0% | -58.4% | +164.4% | +136.7% |
| 3Y | +124.3% | -26.7% | +151.0% | +101.7% |
| 5Y | +78.0% | +88.0% | -10.1% | +13.8% |
| 10Y | +1,225.9% | +545.7% | +680.2% | +566.0% |
| All | +1,225.9% | +535.6% | +690.4% | +566.0% |
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