+115.0%
UMC vs BNY
+45.2%
+69.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.9% |
| 7D | -14.7% | +2.8% | -17.4% | -15.5% |
| 30D | -32.9% | +6.7% | -39.6% | -34.5% |
| 3M | -22.2% | -2.2% | -20.0% | -21.5% |
| 6M | +25.9% | +16.8% | +9.1% | +24.3% |
| YTD | +107.9% | +33.9% | +74.0% | +100.9% |
| 1Y | +115.0% | +43.9% | +71.1% | +98.5% |
| All | +115.0% | +45.2% | +69.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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