+263.0%
UMC vs VFC
-27.2%
+290.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.2% |
| 7D | +13.6% | -2.3% | +16.0% | +13.9% |
| 30D | +20.8% | -13.4% | +34.1% | +22.5% |
| 3M | +16.1% | -23.7% | +39.8% | +19.0% |
| 6M | +137.3% | -24.5% | +161.8% | +143.9% |
| YTD | +193.8% | -27.8% | +221.6% | +202.8% |
| 1Y | +236.1% | -13.5% | +249.5% | +239.1% |
| All | +263.0% | -27.2% | +290.2% | +249.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling