+147.9%
UMBF vs VT
+223.7%
-75.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | -0.7% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | +4.9% | -2.6% | +7.5% | +7.7% |
| 3M | -5.8% | -3.2% | -2.6% | -2.6% |
| 6M | +4.7% | +0.9% | +3.8% | +2.7% |
| YTD | +20.0% | +11.3% | +8.7% | +5.3% |
| 1Y | +27.2% | +14.0% | +13.2% | +8.7% |
| 3Y | +117.3% | +75.8% | +41.4% | +16.5% |
| 5Y | +41.8% | +57.8% | -16.1% | -14.1% |
| 10Y | +147.9% | +219.8% | -71.9% | -24.1% |
| All | +147.9% | +223.7% | -75.8% | -24.1% |
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