+748.2%
UMC vs VCIT
+96.4%
+651.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -17.0% | +0.1% | -17.1% | -17.0% |
| 30D | -40.6% | +1.9% | -42.5% | -41.2% |
| 3M | -27.9% | -1.4% | -26.4% | -27.4% |
| 6M | -7.5% | -2.1% | -5.3% | -6.4% |
| YTD | +79.3% | -1.6% | +80.9% | +81.0% |
| 1Y | +92.8% | -0.9% | +93.7% | +94.0% |
| 3Y | +108.2% | +20.0% | +88.2% | +92.8% |
| 5Y | +68.4% | +3.1% | +65.3% | +58.3% |
| 10Y | +1,107.7% | +28.7% | +1,079.0% | +1,085.0% |
| All | +748.2% | +96.4% | +651.8% | +1,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling