+144.1%
UMC vs VRSK
-11.8%
+155.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -5.2% | +14.2% | +9.6% |
| 30D | +17.2% | -2.3% | +19.6% | +17.4% |
| 3M | +11.4% | -2.9% | +14.3% | +9.9% |
| 6M | +137.5% | -12.8% | +150.3% | +140.5% |
| YTD | +193.1% | -20.8% | +213.9% | +203.9% |
| 1Y | +240.3% | -33.2% | +273.5% | +272.0% |
| 3Y | +262.2% | -26.6% | +288.8% | +265.4% |
| All | +144.1% | -11.8% | +155.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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