+103.9%
UMC vs FICO
-58.5%
+162.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +8.0% |
| 7D | -9.2% | -0.1% | -9.1% | -9.2% |
| 30D | -35.1% | +8.4% | -43.6% | -34.0% |
| 3M | -20.5% | -30.5% | +10.0% | -24.1% |
| 6M | -1.7% | -35.7% | +34.0% | -8.5% |
| YTD | +92.8% | -57.2% | +150.0% | +71.1% |
| All | +103.9% | -58.5% | +162.5% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling