+115.0%
UMC vs BNS
+52.0%
+63.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -3.3% |
| 7D | -14.7% | +2.0% | -16.7% | -15.3% |
| 30D | -32.9% | +7.8% | -40.6% | -35.0% |
| 3M | -22.2% | +11.7% | -33.8% | -26.1% |
| 6M | +25.9% | +28.2% | -2.3% | +12.4% |
| YTD | +107.9% | +34.8% | +73.1% | +83.2% |
| 1Y | +115.0% | +51.1% | +64.0% | +88.4% |
| All | +115.0% | +52.0% | +63.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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