+207.2%
UMC vs VIG
+16.9%
+190.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +5.1% |
| 7D | +5.0% | -0.4% | +5.4% | +5.4% |
| 30D | +7.7% | -1.0% | +8.6% | +8.8% |
| 3M | +1.7% | +2.8% | -1.1% | -1.8% |
| 6M | +113.9% | +8.2% | +105.7% | +94.6% |
| YTD | +168.9% | +11.0% | +157.9% | +139.2% |
| 1Y | +207.2% | +16.1% | +191.1% | +168.1% |
| All | +207.2% | +16.9% | +190.4% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling