+121.3%
UMC vs FICO
+5,789.1%
-5,667.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.0% |
| 7D | -25.8% | -0.3% | -25.6% | -25.8% |
| 30D | -42.3% | +1.7% | -44.0% | -43.5% |
| 3M | -30.6% | -35.2% | +4.6% | -23.8% |
| 6M | -2.8% | -33.7% | +30.8% | +2.2% |
| YTD | +73.2% | -58.2% | +131.4% | +110.0% |
| 1Y | +75.5% | -56.6% | +132.0% | +108.8% |
| 3Y | +98.0% | -24.0% | +121.9% | +75.2% |
| 5Y | +62.7% | +86.1% | -23.3% | -3.8% |
| 10Y | +1,066.8% | +522.8% | +544.0% | +272.2% |
| All | +121.3% | +5,789.1% | -5,667.8% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling