+263.0%
UMC vs VMC
+17.4%
+245.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.2% | +4.7% |
| 7D | +13.6% | -5.3% | +18.9% | +14.9% |
| 30D | +20.8% | -12.3% | +33.0% | +24.1% |
| 3M | +16.1% | -10.3% | +26.4% | +18.2% |
| 6M | +137.3% | -8.6% | +145.9% | +140.1% |
| YTD | +193.8% | -11.9% | +205.6% | +197.1% |
| 1Y | +236.1% | -13.9% | +250.0% | +241.2% |
| All | +263.0% | +17.4% | +245.6% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling