+163.4%
UMC vs VG
-51.4%
+214.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -17.0% | -22.0% | +5.1% | -16.9% |
| 30D | -40.6% | -11.6% | -28.9% | -40.5% |
| 3M | -27.9% | -14.9% | -13.0% | -27.8% |
| 6M | -7.5% | -3.5% | -3.9% | -7.6% |
| YTD | +79.3% | +70.0% | +9.3% | +68.6% |
| 1Y | +92.8% | +50.0% | +42.8% | +83.0% |
| All | +163.4% | -51.4% | +214.7% | +167.2% |
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