+262.2%
UMC vs BNY
+287.0%
-24.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.3% | +10.3% | +9.6% |
| 30D | +17.2% | -0.2% | +17.4% | +17.3% |
| 3M | +11.4% | +14.9% | -3.5% | +5.3% |
| 6M | +137.5% | +40.0% | +97.5% | +108.6% |
| YTD | +193.1% | +42.0% | +151.1% | +153.4% |
| 1Y | +240.3% | +56.9% | +183.4% | +180.5% |
| 3Y | +262.2% | +289.9% | -27.7% | +91.6% |
| All | +262.2% | +287.0% | -24.8% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling