+276.2%
UMC vs VLTO
+25.1%
+251.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +13.6% | -2.6% | +16.2% | +13.9% |
| 30D | +20.8% | -2.5% | +23.2% | +21.0% |
| 3M | +16.1% | +10.1% | +6.0% | +12.6% |
| 6M | +137.3% | +1.0% | +136.3% | +135.7% |
| YTD | +193.8% | -4.8% | +198.5% | +196.5% |
| 1Y | +236.1% | -9.3% | +245.4% | +244.8% |
| All | +276.2% | +25.1% | +251.1% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling