+256.7%
UMC vs BIYA
-99.8%
+356.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.5% |
| 7D | +11.4% | -1.3% | +12.7% | +11.4% |
| 30D | +16.8% | -15.9% | +32.7% | +16.4% |
| 3M | +19.1% | -81.2% | +100.3% | +18.1% |
| 6M | +137.4% | -88.2% | +225.7% | +138.5% |
| YTD | +186.4% | -94.1% | +280.5% | +186.1% |
| 1Y | +229.1% | -98.7% | +327.7% | +231.6% |
| All | +256.7% | -99.8% | +356.4% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling