+116.8%
UMBF vs VT
+222.7%
-105.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.2% |
| 7D | -0.9% | +2.9% | -3.8% | -4.0% |
| 30D | +2.6% | -2.5% | +5.1% | +5.2% |
| 3M | -10.4% | -3.3% | -7.0% | -7.2% |
| 6M | +4.2% | +1.5% | +2.7% | +1.5% |
| YTD | +17.3% | +11.4% | +5.9% | +2.8% |
| 1Y | +23.3% | +11.9% | +11.4% | +7.5% |
| 3Y | +110.3% | +73.9% | +36.4% | +14.0% |
| 5Y | +37.5% | +57.9% | -20.4% | -16.8% |
| All | +116.8% | +222.7% | -105.9% | -39.4% |
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