+207.2%
UMC vs BIYA
-98.3%
+305.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.5% |
| 7D | +5.0% | +1.3% | +3.6% | +5.0% |
| 30D | +7.7% | -21.0% | +28.7% | +7.1% |
| 3M | +1.7% | -74.3% | +76.0% | +0.9% |
| 6M | +113.9% | -84.6% | +198.5% | +116.5% |
| YTD | +168.9% | -94.2% | +263.1% | +166.4% |
| 1Y | +207.2% | -98.2% | +305.4% | +220.2% |
| All | +207.2% | -98.3% | +305.5% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling