+253.9%
UMC vs BN
+69.2%
+184.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +11.4% | -5.9% | +17.2% | +13.8% |
| 30D | +16.8% | -15.1% | +31.9% | +23.9% |
| 3M | +19.1% | -14.6% | +33.7% | +26.0% |
| 6M | +137.4% | -8.4% | +145.9% | +145.0% |
| YTD | +186.4% | -16.8% | +203.2% | +202.6% |
| 1Y | +229.1% | -14.4% | +243.4% | +242.4% |
| All | +253.9% | +69.2% | +184.7% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling