+137.5%
UMC vs VO
+40.2%
+97.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.5% |
| 7D | +11.4% | -2.5% | +13.9% | +14.5% |
| 30D | +16.8% | -3.2% | +20.0% | +21.0% |
| 3M | +19.1% | +3.9% | +15.2% | +14.6% |
| 6M | +137.4% | +9.6% | +127.8% | +116.8% |
| YTD | +186.4% | +11.6% | +174.8% | +155.6% |
| 1Y | +229.1% | +12.6% | +216.5% | +190.5% |
| 3Y | +257.9% | +55.4% | +202.5% | +115.6% |
| 5Y | +137.5% | +41.8% | +95.7% | +54.8% |
| All | +137.5% | +40.2% | +97.3% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling