+207.2%
UMC vs VG
+14.1%
+193.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.5% |
| 7D | +5.0% | +1.7% | +3.3% | +5.1% |
| 30D | +7.7% | +16.0% | -8.3% | +9.5% |
| 3M | +1.7% | +9.7% | -8.1% | +3.6% |
| 6M | +113.9% | +29.6% | +84.4% | +120.8% |
| YTD | +168.9% | +112.0% | +56.9% | +176.3% |
| 1Y | +207.2% | +12.8% | +194.4% | +239.1% |
| All | +207.2% | +14.1% | +193.1% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling