+1,011.7%
UMC vs VT
+346.0%
+665.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | -17.0% | -2.3% | -14.6% | -14.1% |
| 30D | -40.6% | -5.0% | -35.6% | -36.3% |
| 3M | -27.9% | -4.9% | -23.0% | -22.8% |
| 6M | -7.5% | -1.5% | -5.9% | -3.4% |
| YTD | +79.3% | +8.5% | +70.8% | +67.7% |
| 1Y | +92.8% | +11.4% | +81.4% | +74.7% |
| 3Y | +108.2% | +70.1% | +38.1% | +16.3% |
| 5Y | +68.4% | +53.7% | +14.7% | +8.5% |
| 10Y | +1,107.7% | +220.0% | +887.8% | +223.8% |
| All | +1,011.7% | +346.0% | +665.7% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling