+137.5%
UMC vs VSH
+64.5%
+73.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +11.4% | +3.1% | +8.3% | +10.0% |
| 30D | +16.8% | -5.7% | +22.5% | +19.2% |
| 3M | +19.1% | -42.5% | +61.6% | +46.4% |
| 6M | +137.4% | +82.7% | +54.8% | +83.8% |
| YTD | +186.4% | +118.2% | +68.1% | +103.3% |
| 1Y | +229.1% | +109.7% | +119.4% | +134.8% |
| 3Y | +257.9% | +35.3% | +222.6% | +206.1% |
| 5Y | +137.5% | +65.6% | +71.9% | +68.5% |
| All | +137.5% | +64.5% | +73.1% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling