+225.1%
UMC vs VSXY
+37.7%
+187.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +4.4% |
| 7D | +13.6% | -10.7% | +24.3% | +15.1% |
| 30D | +20.8% | -24.3% | +45.0% | +24.8% |
| 3M | +16.1% | +1.0% | +15.1% | +15.2% |
| 6M | +137.3% | +57.4% | +79.9% | +118.0% |
| YTD | +193.8% | +39.8% | +154.0% | +172.9% |
| 1Y | +236.1% | +196.5% | +39.6% | +178.9% |
| 3Y | +267.1% | +357.2% | -90.1% | +156.8% |
| 5Y | +145.3% | +18.9% | +126.4% | +115.3% |
| All | +225.1% | +37.7% | +187.4% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling