+262.2%
UMC vs BNS
+130.5%
+131.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | +3.5% | +13.8% | +15.2% |
| 3M | +11.4% | +14.1% | -2.7% | +4.6% |
| 6M | +137.5% | +33.8% | +103.7% | +108.2% |
| YTD | +193.1% | +29.5% | +163.7% | +159.8% |
| 1Y | +240.3% | +48.4% | +191.9% | +184.0% |
| 3Y | +262.2% | +129.6% | +132.6% | +142.3% |
| All | +262.2% | +130.5% | +131.7% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling