+207.2%
UMC vs VMC
-8.5%
+215.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.5% |
| 7D | +5.0% | -4.3% | +9.3% | +5.2% |
| 30D | +7.7% | -8.2% | +15.9% | +8.2% |
| 3M | +1.7% | -7.0% | +8.7% | +2.0% |
| 6M | +113.9% | -10.8% | +124.7% | +111.6% |
| YTD | +168.9% | -7.4% | +176.3% | +171.5% |
| 1Y | +207.2% | -9.5% | +216.7% | +210.3% |
| All | +207.2% | -8.5% | +215.7% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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