+1,077.2%
UMC vs VNQ
+386.3%
+691.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +1.9% |
| 7D | +9.0% | -1.3% | +10.3% | +9.8% |
| 30D | +17.2% | -2.6% | +19.8% | +19.0% |
| 3M | +11.4% | -2.0% | +13.4% | +11.8% |
| 6M | +137.5% | +4.3% | +133.2% | +129.1% |
| YTD | +193.1% | +9.2% | +183.9% | +174.1% |
| 1Y | +240.3% | +5.6% | +234.7% | +224.7% |
| 3Y | +262.2% | +30.8% | +231.3% | +198.5% |
| 5Y | +143.1% | +8.0% | +135.2% | +125.2% |
| 10Y | +1,853.0% | +63.7% | +1,789.3% | +1,207.9% |
| All | +1,077.2% | +386.3% | +691.0% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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