+224.3%
UMC vs VSXY
+37.5%
+186.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -18.7% | +35.9% | +20.1% |
| 3M | +11.4% | -4.0% | +15.4% | +11.2% |
| 6M | +137.5% | +67.5% | +70.0% | +116.4% |
| YTD | +193.1% | +39.7% | +153.5% | +172.4% |
| 1Y | +240.3% | +180.0% | +60.3% | +184.8% |
| 3Y | +262.2% | +337.3% | -75.1% | +156.0% |
| 5Y | +143.1% | +22.7% | +120.5% | +113.1% |
| All | +224.3% | +37.5% | +186.8% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling