+154.7%
UMC vs VFC
+608.9%
-454.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.4% |
| 7D | +11.2% | +1.6% | +9.6% | +10.6% |
| 30D | -28.0% | +25.5% | -53.5% | -33.8% |
| 3M | -20.5% | +41.3% | -61.8% | -30.1% |
| 6M | -1.6% | +22.2% | -23.8% | -10.3% |
| YTD | +99.4% | +16.4% | +83.0% | +83.1% |
| 1Y | +120.4% | +38.4% | +82.0% | +88.8% |
| 3Y | +134.2% | +56.2% | +78.0% | +54.6% |
| 5Y | +78.8% | -68.2% | +147.0% | +133.0% |
| 10Y | +1,280.4% | -48.4% | +1,328.8% | +1,085.2% |
| All | +154.7% | +608.9% | -454.1% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling