+63.4%
UMAR vs VT
+138.4%
-75.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.9% | -3.1% | +2.1% | +0.1% |
| 3M | +0.5% | -3.5% | +4.0% | +1.7% |
| 6M | +3.2% | +0.5% | +2.7% | +2.9% |
| YTD | +8.0% | +10.8% | -2.8% | +4.0% |
| 1Y | +9.6% | +11.9% | -2.3% | +5.2% |
| 3Y | +41.3% | +73.0% | -31.7% | +17.0% |
| 5Y | +45.9% | +58.6% | -12.8% | +23.0% |
| All | +63.4% | +138.4% | -75.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling