+661.1%
BX vs UMC
+1,863.6%
-1,202.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | -5.6% | +9.0% | -14.6% | -7.7% |
| 30D | -12.2% | +17.2% | -29.5% | -15.9% |
| 3M | +7.4% | +11.4% | -4.0% | +1.4% |
| 6M | +22.2% | +137.5% | -115.3% | -8.7% |
| YTD | -14.0% | +193.1% | -207.1% | -41.0% |
| 1Y | -27.3% | +240.3% | -267.6% | -52.6% |
| 3Y | +24.5% | +262.2% | -237.6% | -22.1% |
| 5Y | +18.9% | +143.1% | -124.2% | -19.7% |
| All | +661.1% | +1,863.6% | -1,202.5% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling