+314.9%
UMC vs VG
-38.0%
+352.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +5.1% |
| 7D | +6.6% | -2.5% | +9.1% | +6.6% |
| 30D | +16.6% | +11.1% | +5.5% | +16.5% |
| 3M | +11.0% | +14.9% | -3.9% | +11.1% |
| 6M | +131.3% | +18.4% | +112.9% | +129.3% |
| YTD | +182.5% | +116.6% | +65.9% | +165.4% |
| 1Y | +222.3% | +9.4% | +212.9% | +224.1% |
| All | +314.9% | -38.0% | +352.9% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling