+240.3%
UMC vs VIG
+13.0%
+227.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +1.5% |
| 7D | +9.0% | -1.1% | +10.1% | +10.3% |
| 30D | +17.2% | -2.7% | +20.0% | +21.1% |
| 3M | +11.4% | +2.5% | +8.9% | +7.6% |
| 6M | +137.5% | +9.2% | +128.3% | +116.0% |
| YTD | +193.1% | +9.8% | +183.3% | +162.4% |
| 1Y | +240.3% | +12.4% | +227.9% | +192.0% |
| All | +240.3% | +13.0% | +227.3% | +192.0% |
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