+115.0%
UMC vs VMC
+3.7%
+111.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -1.7% |
| 7D | -14.7% | +12.3% | -27.0% | -13.9% |
| 30D | -32.9% | +21.2% | -54.1% | -32.2% |
| 3M | -22.2% | +4.6% | -26.8% | -20.8% |
| 6M | +25.9% | +3.9% | +22.0% | +27.0% |
| YTD | +107.9% | +5.0% | +102.9% | +114.9% |
| 1Y | +115.0% | +2.6% | +112.4% | +121.5% |
| All | +115.0% | +3.7% | +111.3% | +121.5% |
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