+240.3%
UMC vs VO
+13.3%
+227.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.3% |
| 7D | +9.0% | -1.5% | +10.5% | +11.1% |
| 30D | +17.2% | -3.0% | +20.3% | +22.0% |
| 3M | +11.4% | +2.8% | +8.6% | +7.8% |
| 6M | +137.5% | +10.9% | +126.6% | +116.8% |
| YTD | +193.1% | +12.5% | +180.7% | +162.4% |
| 1Y | +240.3% | +12.0% | +228.3% | +206.6% |
| All | +240.3% | +13.3% | +227.0% | +206.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling