+260.9%
UMC vs VSH
+48.2%
+212.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | +6.6% | +6.2% | +0.4% | +3.5% |
| 30D | +16.6% | -11.1% | +27.7% | +22.5% |
| 3M | +11.0% | -44.9% | +55.9% | +44.7% |
| 6M | +131.3% | +90.0% | +41.3% | +62.1% |
| YTD | +182.5% | +118.8% | +63.7% | +82.0% |
| 1Y | +222.3% | +109.0% | +113.3% | +109.3% |
| 3Y | +253.0% | +35.6% | +217.4% | +158.9% |
| 5Y | +141.8% | +66.7% | +75.1% | +59.0% |
| 10Y | +1,772.2% | +167.9% | +1,604.3% | +749.4% |
| All | +260.9% | +48.2% | +212.7% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling