+1,842.6%
UMC vs VSH
+196.4%
+1,646.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.8% | -0.1% |
| 7D | +9.0% | +4.8% | +4.2% | +7.0% |
| 30D | +17.2% | -0.7% | +17.9% | +17.1% |
| 3M | +11.4% | -43.1% | +54.5% | +36.7% |
| 6M | +137.5% | +91.8% | +45.7% | +80.0% |
| YTD | +193.1% | +131.6% | +61.5% | +103.7% |
| 1Y | +240.3% | +118.1% | +122.2% | +139.7% |
| 3Y | +262.2% | +40.9% | +221.3% | +188.7% |
| 5Y | +143.1% | +75.8% | +67.4% | +74.4% |
| All | +1,842.6% | +196.4% | +1,646.2% | +1,089.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling