+192.8%
UMC vs VG
-44.6%
+237.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | +11.2% | +14.0% | -2.8% | +11.0% |
| 30D | -28.0% | -1.0% | -27.1% | -28.1% |
| 3M | -20.5% | -2.7% | -17.8% | -20.6% |
| 6M | -1.6% | +1.5% | -3.0% | -1.6% |
| YTD | +99.4% | +93.7% | +5.7% | +87.2% |
| 1Y | +120.4% | +68.5% | +51.9% | +109.6% |
| All | +192.8% | -44.6% | +237.4% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling