+243.6%
UMC vs FICO
+7,661.0%
-7,417.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +10.4% |
| 7D | +5.0% | -19.2% | +24.1% | +11.9% |
| 30D | +7.7% | -14.6% | +22.3% | +12.1% |
| 3M | +1.7% | -20.1% | +21.8% | +4.9% |
| 6M | +113.9% | -36.3% | +150.2% | +135.4% |
| YTD | +168.9% | -44.9% | +213.8% | +208.9% |
| 1Y | +207.2% | -38.6% | +245.8% | +231.1% |
| 3Y | +227.7% | +4.0% | +223.7% | +169.9% |
| 5Y | +118.0% | +99.5% | +18.5% | +32.7% |
| 10Y | +1,682.1% | +604.7% | +1,077.4% | +474.8% |
| All | +243.6% | +7,661.0% | -7,417.5% | -70.9% |
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