+658.8%
UMC vs VO
+821.9%
-163.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.7% |
| 7D | +6.6% | +0.6% | +6.0% | +5.8% |
| 30D | +16.6% | -1.1% | +17.6% | +17.8% |
| 3M | +11.0% | +4.5% | +6.5% | +6.2% |
| 6M | +131.3% | +11.1% | +120.2% | +107.6% |
| YTD | +182.5% | +13.5% | +169.0% | +146.5% |
| 1Y | +222.3% | +14.5% | +207.8% | +178.3% |
| 3Y | +253.0% | +58.1% | +194.9% | +110.3% |
| 5Y | +141.8% | +43.3% | +98.6% | +62.7% |
| 10Y | +1,772.2% | +193.2% | +1,579.0% | +408.1% |
| All | +658.8% | +821.9% | -163.2% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling