+263.0%
UMC vs VCIT
+19.1%
+243.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.8% |
| 30D | +20.8% | -0.5% | +21.3% | +21.4% |
| 3M | +16.1% | -0.9% | +17.1% | +17.6% |
| 6M | +137.3% | -1.9% | +139.2% | +142.6% |
| YTD | +193.8% | -1.0% | +194.7% | +197.8% |
| 1Y | +236.1% | +0.2% | +235.8% | +236.9% |
| All | +263.0% | +19.1% | +243.9% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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