+1,842.6%
UMC vs VO
+200.3%
+1,642.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.7% |
| 7D | +9.0% | -1.5% | +10.5% | +10.4% |
| 30D | +17.2% | -3.0% | +20.3% | +20.3% |
| 3M | +11.4% | +2.8% | +8.6% | +9.0% |
| 6M | +137.5% | +10.9% | +126.6% | +118.8% |
| YTD | +193.1% | +12.5% | +180.7% | +166.2% |
| 1Y | +240.3% | +12.0% | +228.3% | +210.3% |
| 3Y | +262.2% | +56.3% | +205.9% | +147.1% |
| 5Y | +143.1% | +42.9% | +100.2% | +79.5% |
| All | +1,842.6% | +200.3% | +1,642.3% | +847.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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