+126.0%
UMC vs FICO
-59.6%
+185.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.2% | +6.9% |
| 7D | +0.1% | +4.0% | -3.8% | +0.8% |
| 30D | -28.7% | -1.5% | -27.2% | -28.6% |
| 3M | -15.1% | -29.8% | +14.7% | -18.9% |
| 6M | +5.0% | -33.3% | +38.2% | -2.1% |
| YTD | +108.2% | -56.9% | +165.1% | +85.1% |
| All | +126.0% | -59.6% | +185.6% | +100.5% |
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