+1,842.6%
UMC vs VMC
+156.6%
+1,686.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +9.0% | -3.8% | +12.8% | +10.1% |
| 30D | +17.2% | -9.7% | +26.9% | +20.4% |
| 3M | +11.4% | -9.6% | +21.0% | +13.8% |
| 6M | +137.5% | -4.8% | +142.3% | +139.1% |
| YTD | +193.1% | -10.9% | +204.0% | +198.7% |
| 1Y | +240.3% | -15.6% | +255.9% | +251.5% |
| 3Y | +262.2% | +19.3% | +242.9% | +233.7% |
| 5Y | +143.1% | +48.0% | +95.1% | +109.3% |
| All | +1,842.6% | +156.6% | +1,686.0% | +1,388.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling