+1,842.6%
UMC vs VFC
-69.1%
+1,911.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.5% |
| 7D | +9.0% | -1.4% | +10.4% | +9.3% |
| 30D | +17.2% | -9.0% | +26.2% | +19.3% |
| 3M | +11.4% | -24.2% | +35.6% | +16.7% |
| 6M | +137.5% | -18.5% | +156.0% | +145.5% |
| YTD | +193.1% | -25.9% | +219.0% | +207.3% |
| 1Y | +240.3% | -13.0% | +253.3% | +242.3% |
| 3Y | +262.2% | -20.3% | +282.5% | +233.2% |
| 5Y | +143.1% | -78.1% | +221.2% | +221.2% |
| All | +1,842.6% | -69.1% | +1,911.7% | +2,478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling