+137.5%
UMC vs VIG
+61.5%
+76.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +11.4% | -2.2% | +13.6% | +14.5% |
| 30D | +16.8% | -3.2% | +20.0% | +21.6% |
| 3M | +19.1% | +3.0% | +16.1% | +14.5% |
| 6M | +137.4% | +8.1% | +129.3% | +115.7% |
| YTD | +186.4% | +9.1% | +177.3% | +156.5% |
| 1Y | +229.1% | +12.6% | +216.5% | +182.6% |
| 3Y | +257.9% | +55.4% | +202.5% | +97.0% |
| 5Y | +137.5% | +62.8% | +74.8% | +23.7% |
| All | +137.5% | +61.5% | +76.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling