+77.6%
UMC vs VSH
+38.9%
+38.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.5% |
| 7D | +11.2% | +14.3% | -3.2% | +5.0% |
| 30D | -28.0% | -7.9% | -20.2% | -25.7% |
| 3M | -20.5% | -19.9% | -0.7% | -13.8% |
| 6M | -1.6% | -30.5% | +29.0% | +11.5% |
| YTD | +99.4% | +85.7% | +13.7% | +50.6% |
| 1Y | +120.4% | +98.9% | +21.5% | +61.2% |
| 3Y | +134.2% | +32.1% | +102.1% | +93.8% |
| All | +77.6% | +38.9% | +38.6% | +30.0% |
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 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