+122.5%
UMC vs FICO
+99.8%
+22.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +7.3% |
| 7D | +5.0% | -19.2% | +24.1% | +8.2% |
| 30D | +7.7% | -14.6% | +22.3% | +9.7% |
| 3M | +1.7% | -20.1% | +21.8% | +2.5% |
| 6M | +113.9% | -36.3% | +150.2% | +126.4% |
| YTD | +168.9% | -44.9% | +213.8% | +194.7% |
| 1Y | +207.2% | -38.6% | +245.8% | +219.8% |
| 3Y | +227.7% | +4.0% | +223.7% | +157.1% |
| All | +122.5% | +99.8% | +22.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling