+474.7%
UMC vs BNS
+1,476.3%
-1,001.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.1% |
| 7D | +11.4% | -2.2% | +13.6% | +13.0% |
| 30D | +16.8% | +4.5% | +12.3% | +12.8% |
| 3M | +19.1% | +14.9% | +4.2% | +7.5% |
| 6M | +137.4% | +32.5% | +105.0% | +94.3% |
| YTD | +186.4% | +28.6% | +157.8% | +138.3% |
| 1Y | +229.1% | +48.4% | +180.7% | +147.0% |
| 3Y | +257.9% | +130.8% | +127.1% | +92.8% |
| 5Y | +137.5% | +94.8% | +42.7% | +44.8% |
| 10Y | +1,808.2% | +184.3% | +1,623.8% | +715.8% |
| All | +474.7% | +1,476.3% | -1,001.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling