+1,082.0%
UMC vs VT
+215.5%
+866.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | -17.0% | -2.3% | -14.6% | -14.2% |
| 30D | -40.6% | -5.0% | -35.6% | -36.6% |
| 3M | -27.9% | -4.9% | -23.0% | -23.1% |
| 6M | -7.5% | -1.5% | -5.9% | -3.6% |
| YTD | +79.3% | +8.5% | +70.8% | +69.3% |
| 1Y | +92.8% | +11.4% | +81.4% | +76.9% |
| 3Y | +108.2% | +70.1% | +38.1% | +24.0% |
| 5Y | +68.4% | +53.7% | +14.7% | +11.4% |
| All | +1,082.0% | +215.5% | +866.5% | +409.4% |
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