+137.3%
UMC vs BNS
+33.0%
+104.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | +13.6% | -1.3% | +14.9% | +14.2% |
| 30D | +20.8% | +4.0% | +16.7% | +17.2% |
| 3M | +16.1% | +13.8% | +2.4% | +3.9% |
| 6M | +137.3% | +32.7% | +104.6% | +79.4% |
| All | +137.3% | +33.0% | +104.3% | +79.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling