+688.1%
UMC vs ITOT
+879.4%
-191.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.7% |
| 7D | +11.4% | -2.0% | +13.4% | +14.2% |
| 30D | +16.8% | -2.0% | +18.7% | +19.5% |
| 3M | +19.1% | +4.5% | +14.5% | +13.7% |
| 6M | +137.4% | +12.6% | +124.8% | +108.4% |
| YTD | +186.4% | +12.0% | +174.4% | +152.3% |
| 1Y | +229.1% | +17.3% | +211.8% | +174.1% |
| 3Y | +257.9% | +75.2% | +182.6% | +79.8% |
| 5Y | +137.5% | +74.0% | +63.5% | +22.6% |
| 10Y | +1,808.2% | +298.6% | +1,509.5% | +207.7% |
| All | +688.1% | +879.4% | -191.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling