+1,842.6%
UMC vs BN
+265.2%
+1,577.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +9.0% | -5.2% | +14.2% | +11.4% |
| 30D | +17.2% | -14.5% | +31.7% | +25.1% |
| 3M | +11.4% | -15.0% | +26.4% | +19.0% |
| 6M | +137.5% | -5.4% | +142.9% | +142.5% |
| YTD | +193.1% | -16.4% | +209.5% | +212.3% |
| 1Y | +240.3% | -16.2% | +256.5% | +261.3% |
| 3Y | +262.2% | +67.5% | +194.7% | +173.7% |
| 5Y | +143.1% | +34.1% | +109.0% | +99.5% |
| All | +1,842.6% | +265.2% | +1,577.4% | +1,029.7% |
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