+108.2%
UMC vs FICO
-24.3%
+132.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -17.0% | -0.9% | -16.0% | -17.0% |
| 30D | -40.6% | +3.3% | -43.9% | -40.6% |
| 3M | -27.9% | -31.7% | +3.9% | -28.0% |
| 6M | -7.5% | -34.0% | +26.5% | -9.3% |
| YTD | +79.3% | -58.3% | +137.6% | +85.9% |
| 1Y | +92.8% | -57.9% | +150.7% | +99.2% |
| 3Y | +108.2% | -24.1% | +132.2% | +53.8% |
| All | +108.2% | -24.3% | +132.4% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling