+144.1%
UMC vs VSXY
+22.6%
+121.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.9% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -18.7% | +35.9% | +20.2% |
| 3M | +11.4% | -4.0% | +15.4% | +11.2% |
| 6M | +137.5% | +67.5% | +70.0% | +115.7% |
| YTD | +193.1% | +39.7% | +153.5% | +171.6% |
| 1Y | +240.3% | +180.0% | +60.3% | +182.8% |
| 3Y | +262.2% | +337.3% | -75.1% | +150.0% |
| All | +144.1% | +22.6% | +121.5% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling