+207.2%
UMC vs VSXY
+224.6%
-17.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.4% |
| 7D | +5.0% | -14.0% | +18.9% | +6.1% |
| 30D | +7.7% | -15.9% | +23.6% | +8.9% |
| 3M | +1.7% | +3.4% | -1.7% | +0.5% |
| 6M | +113.9% | +25.9% | +88.0% | +104.4% |
| YTD | +168.9% | +39.5% | +129.4% | +153.8% |
| 1Y | +207.2% | +194.4% | +12.8% | +174.3% |
| All | +207.2% | +224.6% | -17.4% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling