+144.1%
UMC vs BNS
+94.7%
+49.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | +17.2% | +3.5% | +13.8% | +14.2% |
| 3M | +11.4% | +14.1% | -2.7% | +1.3% |
| 6M | +137.5% | +33.8% | +103.7% | +94.1% |
| YTD | +193.1% | +29.5% | +163.7% | +143.9% |
| 1Y | +240.3% | +48.4% | +191.9% | +156.7% |
| 3Y | +262.2% | +129.6% | +132.6% | +92.6% |
| All | +144.1% | +94.7% | +49.5% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling