+51.9%
UMAY vs VT
+159.6%
-107.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -1.2% | -2.6% | +1.4% | -0.1% |
| 3M | +0.1% | -3.2% | +3.3% | +1.4% |
| 6M | +2.7% | +0.9% | +1.7% | +2.1% |
| YTD | +5.8% | +11.3% | -5.5% | +0.8% |
| 1Y | +7.5% | +14.0% | -6.5% | +1.4% |
| 3Y | +38.4% | +75.8% | -37.4% | +8.7% |
| 5Y | +35.2% | +57.8% | -22.6% | +8.0% |
| All | +51.9% | +159.6% | -107.7% | +4.5% |
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