+130.7%
UMBF vs VT
+217.6%
-86.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | +4.3% | -3.1% | +7.3% | +7.7% |
| 3M | -6.7% | -3.5% | -3.2% | -3.2% |
| 6M | +4.1% | +0.5% | +3.7% | +2.6% |
| YTD | +19.4% | +10.8% | +8.6% | +5.3% |
| 1Y | +25.0% | +11.9% | +13.1% | +9.1% |
| 3Y | +114.0% | +73.0% | +41.1% | +16.8% |
| 5Y | +40.5% | +58.6% | -18.1% | -15.4% |
| 10Y | +130.7% | +219.2% | -88.5% | -31.7% |
| All | +130.7% | +217.6% | -86.9% | -31.7% |
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