+1,567.2%
UMC vs VT
+374.2%
+1,193.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | +0.4% | +4.5% | +4.3% |
| 30D | +7.7% | +1.0% | +6.7% | +6.4% |
| 3M | +1.7% | +2.4% | -0.7% | +0.2% |
| 6M | +113.9% | +12.0% | +101.9% | +91.0% |
| YTD | +168.9% | +15.3% | +153.6% | +131.7% |
| 1Y | +207.2% | +22.6% | +184.6% | +146.8% |
| 3Y | +227.7% | +74.7% | +153.0% | +75.5% |
| 5Y | +118.0% | +66.1% | +51.9% | +27.1% |
| 10Y | +1,682.1% | +225.0% | +1,457.1% | +364.5% |
| All | +1,567.2% | +374.2% | +1,193.0% | +115.9% |
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 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