+1,842.6%
UMC vs ITOT
+303.4%
+1,539.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.5% |
| 7D | +9.0% | -0.9% | +9.9% | +9.9% |
| 30D | +17.2% | -1.5% | +18.7% | +18.8% |
| 3M | +11.4% | +3.6% | +7.8% | +8.3% |
| 6M | +137.5% | +13.7% | +123.8% | +113.2% |
| YTD | +193.1% | +12.9% | +180.2% | +164.1% |
| 1Y | +240.3% | +17.2% | +223.1% | +196.5% |
| 3Y | +262.2% | +75.6% | +186.6% | +116.2% |
| 5Y | +143.1% | +75.5% | +67.6% | +46.6% |
| All | +1,842.6% | +303.4% | +1,539.1% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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