+262.2%
UMC vs VGT
+123.9%
+138.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.3% |
| 7D | +9.0% | -0.2% | +9.2% | +9.2% |
| 30D | +17.2% | -0.4% | +17.7% | +17.5% |
| 3M | +11.4% | +4.4% | +7.0% | +8.5% |
| 6M | +137.5% | +32.1% | +105.4% | +96.6% |
| YTD | +193.1% | +28.8% | +164.3% | +146.3% |
| 1Y | +240.3% | +35.3% | +205.0% | +175.6% |
| 3Y | +262.2% | +124.8% | +137.4% | +86.0% |
| All | +262.2% | +123.9% | +138.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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