+1,202.8%
UMC vs VRSK
+585.1%
+617.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +11.4% | -7.7% | +19.1% | +13.7% |
| 30D | +16.8% | -2.8% | +19.6% | +17.3% |
| 3M | +19.1% | -3.7% | +22.8% | +17.9% |
| 6M | +137.4% | -12.8% | +150.2% | +141.5% |
| YTD | +186.4% | -21.0% | +207.3% | +199.4% |
| 1Y | +229.1% | -32.5% | +261.5% | +261.9% |
| 3Y | +257.9% | -26.5% | +284.4% | +272.1% |
| 5Y | +137.5% | -11.5% | +149.0% | +126.6% |
| 10Y | +1,808.2% | +125.7% | +1,682.5% | +1,187.1% |
| All | +1,202.8% | +585.1% | +617.7% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling