+115.0%
UMC vs VG
+47.2%
+67.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.7% | +5.6% | -3.1% |
| 7D | -14.7% | -16.4% | +1.7% | -16.6% |
| 30D | -32.9% | -10.8% | -22.1% | -33.7% |
| 3M | -22.2% | -6.3% | -15.9% | -22.2% |
| 6M | +25.9% | -12.5% | +38.4% | +26.4% |
| YTD | +107.9% | +76.9% | +31.0% | +129.7% |
| 1Y | +115.0% | +51.8% | +63.2% | +137.5% |
| All | +115.0% | +47.2% | +67.9% | +137.5% |
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