+1,198.4%
UMC vs VT
+223.7%
+974.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +4.6% |
| 7D | -9.2% | +0.4% | -9.5% | -8.8% |
| 30D | -35.1% | -2.6% | -32.6% | -32.6% |
| 3M | -20.5% | -3.2% | -17.2% | -16.7% |
| 6M | -1.7% | +0.9% | -2.7% | -0.3% |
| YTD | +92.8% | +11.3% | +81.5% | +77.0% |
| 1Y | +104.5% | +14.0% | +90.5% | +83.0% |
| 3Y | +129.8% | +75.8% | +54.0% | +32.2% |
| 5Y | +74.0% | +57.8% | +16.2% | +11.9% |
| 10Y | +1,198.4% | +219.8% | +978.6% | +440.5% |
| All | +1,198.4% | +223.7% | +974.7% | +440.5% |
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