+1,272.7%
UMC vs BN
+290.8%
+981.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +11.2% | -1.0% | +12.2% | +11.7% |
| 30D | -28.0% | +14.0% | -42.0% | -32.1% |
| 3M | -20.5% | -9.0% | -11.5% | -17.5% |
| 6M | -1.6% | -8.8% | +7.3% | +2.1% |
| YTD | +99.4% | -10.3% | +109.6% | +105.9% |
| 1Y | +120.4% | -5.8% | +126.2% | +122.6% |
| 3Y | +134.2% | +94.8% | +39.5% | +66.0% |
| 5Y | +78.8% | +31.5% | +47.4% | +46.9% |
| All | +1,272.7% | +290.8% | +981.9% | +667.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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