+182.4%
UMBF vs VT
+221.4%
-39.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +3.3% | +1.0% | +2.3% | +2.2% |
| 30D | -2.1% | -0.2% | -1.9% | -1.8% |
| 3M | +10.8% | +4.5% | +6.2% | +4.9% |
| 6M | +26.5% | +14.1% | +12.4% | +8.4% |
| YTD | +24.8% | +14.8% | +10.0% | +6.2% |
| 1Y | +15.1% | +21.2% | -6.1% | -7.8% |
| 3Y | +141.1% | +76.6% | +64.5% | +29.2% |
| 5Y | +74.1% | +66.6% | +7.5% | -0.3% |
| 10Y | +182.4% | +222.3% | -39.9% | -20.0% |
| All | +182.4% | +221.4% | -39.0% | -20.0% |
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