+5.0%
UMC vs VG
+8.5%
-3.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.4% | +7.1% |
| 7D | +0.1% | +5.5% | -5.4% | +0.2% |
| 30D | -28.7% | -3.6% | -25.1% | -28.9% |
| 3M | -15.1% | -4.0% | -11.1% | -15.1% |
| 6M | +5.0% | +9.4% | -4.4% | +10.0% |
| All | +5.0% | +8.5% | -3.6% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling