+904.1%
UMC vs VIG
+617.8%
+286.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.8% | +6.1% |
| 7D | +6.6% | -0.4% | +7.0% | +7.0% |
| 30D | +16.6% | -2.1% | +18.6% | +19.6% |
| 3M | +11.0% | +3.3% | +7.7% | +6.4% |
| 6M | +131.3% | +9.3% | +122.0% | +107.0% |
| YTD | +182.5% | +10.1% | +172.3% | +149.4% |
| 1Y | +222.3% | +14.7% | +207.5% | +169.5% |
| 3Y | +253.0% | +56.9% | +196.1% | +95.4% |
| 5Y | +141.8% | +62.9% | +78.9% | +29.5% |
| 10Y | +1,772.2% | +241.3% | +1,530.9% | +215.9% |
| All | +904.1% | +617.8% | +286.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling