+207.2%
UMC vs VSH
+118.1%
+89.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.1% | +2.9% |
| 7D | +5.0% | +4.1% | +0.9% | +3.3% |
| 30D | +7.7% | -4.2% | +11.8% | +8.7% |
| 3M | +1.7% | -50.0% | +51.6% | +25.2% |
| 6M | +113.9% | +80.2% | +33.7% | +94.9% |
| YTD | +168.9% | +121.1% | +47.8% | +130.0% |
| 1Y | +207.2% | +112.0% | +95.2% | +167.0% |
| All | +207.2% | +118.1% | +89.1% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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