+1,341.4%
UMC vs VT
+224.4%
+1,117.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +5.6% |
| 7D | +0.1% | -0.7% | +0.8% | +1.8% |
| 30D | -28.7% | -1.7% | -26.9% | -26.5% |
| 3M | -15.1% | -2.3% | -12.8% | -11.9% |
| 6M | +5.0% | +1.5% | +3.4% | +5.9% |
| YTD | +108.2% | +12.0% | +96.1% | +89.9% |
| 1Y | +121.7% | +12.9% | +108.8% | +100.6% |
| 3Y | +139.8% | +74.9% | +64.8% | +38.6% |
| 5Y | +85.1% | +59.9% | +25.2% | +17.6% |
| 10Y | +1,341.4% | +224.6% | +1,116.7% | +511.1% |
| All | +1,341.4% | +224.4% | +1,117.0% | +511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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