+262.2%
UMC vs ITOT
+75.8%
+186.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.4% |
| 7D | +9.0% | -0.9% | +9.9% | +10.1% |
| 30D | +17.2% | -1.5% | +18.7% | +19.1% |
| 3M | +11.4% | +3.6% | +7.8% | +7.7% |
| 6M | +137.5% | +13.7% | +123.8% | +110.7% |
| YTD | +193.1% | +12.9% | +180.2% | +160.9% |
| 1Y | +240.3% | +17.2% | +223.1% | +191.8% |
| 3Y | +262.2% | +75.6% | +186.6% | +89.2% |
| All | +262.2% | +75.8% | +186.4% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling