+244.3%
UMC vs VLTO
+27.2%
+217.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +5.0% | -2.3% | +7.2% | +5.2% |
| 30D | +7.7% | -0.9% | +8.5% | +7.7% |
| 3M | +1.7% | +13.8% | -12.2% | -2.2% |
| 6M | +113.9% | +2.0% | +111.9% | +112.6% |
| YTD | +168.9% | -3.2% | +172.1% | +170.9% |
| 1Y | +207.2% | -9.2% | +216.4% | +216.4% |
| All | +244.3% | +27.2% | +217.1% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling