+243.6%
UMC vs VFC
+357.8%
-114.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.8% |
| 7D | +5.0% | -1.6% | +6.6% | +5.5% |
| 30D | +7.7% | -11.6% | +19.3% | +12.2% |
| 3M | +1.7% | -18.1% | +19.8% | +7.3% |
| 6M | +113.9% | -27.4% | +141.3% | +135.1% |
| YTD | +168.9% | -24.8% | +193.7% | +189.7% |
| 1Y | +207.2% | -8.2% | +215.4% | +201.9% |
| 3Y | +227.7% | -29.1% | +256.8% | +189.0% |
| 5Y | +118.0% | -79.2% | +197.2% | +229.4% |
| 10Y | +1,682.1% | -68.1% | +1,750.2% | +1,736.4% |
| All | +243.6% | +357.8% | -114.3% | -47.9% |
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