+207.2%
UMC vs BND
+1.4%
+205.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.5% |
| 7D | +5.0% | -0.1% | +5.1% | +5.2% |
| 30D | +7.7% | -0.4% | +8.0% | +8.3% |
| 3M | +1.7% | -0.6% | +2.3% | +2.7% |
| 6M | +113.9% | -1.4% | +115.4% | +111.7% |
| YTD | +168.9% | -0.2% | +169.1% | +174.3% |
| 1Y | +207.2% | +1.3% | +205.9% | +230.5% |
| All | +207.2% | +1.4% | +205.8% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling