+263.0%
UMC vs VSH
+35.1%
+227.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +13.6% | +3.5% | +10.1% | +12.4% |
| 30D | +20.8% | -4.4% | +25.1% | +22.2% |
| 3M | +16.1% | -45.8% | +62.0% | +38.7% |
| 6M | +137.3% | +90.1% | +47.2% | +101.9% |
| YTD | +193.8% | +120.3% | +73.4% | +138.0% |
| 1Y | +236.1% | +112.2% | +123.9% | +173.3% |
| All | +263.0% | +35.1% | +227.9% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling