+265.1%
UMC vs BIYA
-99.8%
+364.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.3% |
| 7D | +9.0% | -1.8% | +10.8% | +9.0% |
| 30D | +17.2% | -17.5% | +34.7% | +16.9% |
| 3M | +11.4% | -78.0% | +89.4% | +10.6% |
| 6M | +137.5% | -89.5% | +227.0% | +138.3% |
| YTD | +193.1% | -94.3% | +287.4% | +192.7% |
| 1Y | +240.3% | -98.6% | +338.9% | +242.6% |
| All | +265.1% | -99.8% | +364.8% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling