+21.5%
BX vs UMC
+252.9%
-231.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.6% |
| 7D | -8.9% | +11.4% | -20.3% | -10.1% |
| 30D | -14.8% | +16.8% | -31.6% | -16.4% |
| 3M | +6.9% | +19.1% | -12.2% | +2.0% |
| 6M | +16.3% | +137.4% | -121.2% | -4.3% |
| YTD | -16.1% | +186.4% | -202.5% | -35.7% |
| 1Y | -26.8% | +229.1% | -255.9% | -46.8% |
| All | +21.5% | +252.9% | -231.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling