+243.6%
UMC vs BN
+8,414.1%
-8,170.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +5.0% | -2.5% | +7.4% | +6.3% |
| 30D | +7.7% | -9.5% | +17.2% | +13.8% |
| 3M | +1.7% | -10.4% | +12.0% | +7.9% |
| 6M | +113.9% | -6.4% | +120.3% | +120.7% |
| YTD | +168.9% | -11.9% | +180.8% | +183.7% |
| 1Y | +207.2% | -8.6% | +215.8% | +216.0% |
| 3Y | +227.7% | +77.6% | +150.1% | +118.6% |
| 5Y | +118.0% | +37.0% | +81.0% | +66.7% |
| 10Y | +1,682.1% | +266.4% | +1,415.7% | +563.2% |
| All | +243.6% | +8,414.1% | -8,170.5% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling