+1,068.3%
UMC vs BND
+76.2%
+992.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +3.9% |
| 7D | +13.6% | -0.1% | +13.8% | +13.6% |
| 30D | +20.8% | -0.2% | +21.0% | +20.7% |
| 3M | +16.1% | -0.7% | +16.8% | +15.9% |
| 6M | +137.3% | -1.7% | +139.0% | +135.9% |
| YTD | +193.8% | -0.5% | +194.3% | +193.1% |
| 1Y | +236.1% | +0.4% | +235.7% | +236.5% |
| 3Y | +267.1% | +13.1% | +254.0% | +283.5% |
| 5Y | +145.3% | -2.1% | +147.4% | +128.5% |
| 10Y | +1,857.3% | +15.7% | +1,841.6% | +2,078.9% |
| All | +1,068.3% | +76.2% | +992.1% | +1,985.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling