+222.3%
UMC vs VLTO
-9.1%
+231.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +4.7% |
| 7D | +6.6% | -1.6% | +8.2% | +6.0% |
| 30D | +16.6% | -2.9% | +19.4% | +15.4% |
| 3M | +11.0% | +12.7% | -1.7% | +12.9% |
| 6M | +131.3% | +1.6% | +129.7% | +135.1% |
| YTD | +182.5% | -4.0% | +186.5% | +185.3% |
| 1Y | +222.3% | -10.2% | +232.4% | +225.4% |
| All | +222.3% | -9.1% | +231.4% | +225.4% |
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