+121.5%
UMC vs VLTO
+20.4%
+101.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.6% |
| 7D | +17.8% | +0.8% | +17.0% | +18.3% |
| 30D | -29.6% | +18.7% | -48.3% | -21.8% |
| 3M | -18.4% | +21.7% | -40.1% | -7.9% |
| 6M | -0.1% | +35.8% | -36.0% | +16.2% |
| YTD | +104.0% | +18.3% | +85.8% | +132.4% |
| 1Y | +121.5% | +20.9% | +100.6% | +154.0% |
| All | +121.5% | +20.4% | +101.1% | +154.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling