+128.8%
UMC vs VT
+73.6%
+55.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.7% |
| 7D | -8.3% | -0.1% | -8.2% | -7.2% |
| 30D | -34.5% | -3.1% | -31.4% | -30.7% |
| 3M | -20.0% | -3.5% | -16.5% | -14.7% |
| 6M | -0.7% | +0.5% | -1.2% | +1.7% |
| YTD | +94.7% | +10.8% | +83.9% | +78.7% |
| 1Y | +106.0% | +11.9% | +94.1% | +86.6% |
| All | +128.8% | +73.6% | +55.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling