+146.9%
UMC vs VLTO
+56.1%
+90.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.5% |
| 7D | -9.2% | +2.0% | -11.2% | -9.2% |
| 30D | -35.1% | +21.8% | -56.9% | -36.0% |
| 3M | -20.5% | +20.2% | -40.7% | -21.4% |
| 6M | -1.7% | +36.3% | -38.1% | -6.1% |
| YTD | +92.8% | +18.8% | +73.9% | +91.6% |
| 1Y | +104.5% | +20.4% | +84.1% | +101.8% |
| 3Y | +129.8% | +71.9% | +57.9% | +105.8% |
| All | +146.9% | +56.1% | +90.7% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling