+1,023.5%
UMC vs VEU
+190.9%
+832.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +6.6% | +1.7% | +4.9% | +4.5% |
| 30D | +16.6% | +1.0% | +15.6% | +15.2% |
| 3M | +11.0% | +5.6% | +5.4% | +5.8% |
| 6M | +131.3% | +13.7% | +117.6% | +103.2% |
| YTD | +182.5% | +17.7% | +164.8% | +138.0% |
| 1Y | +222.3% | +25.8% | +196.5% | +151.5% |
| 3Y | +253.0% | +77.1% | +175.9% | +86.2% |
| 5Y | +141.8% | +57.1% | +84.7% | +50.0% |
| 10Y | +1,772.2% | +149.8% | +1,622.4% | +562.9% |
| All | +1,023.5% | +190.9% | +832.6% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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