+144.1%
UMC vs VTEB
+1.2%
+142.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +1.9% |
| 7D | +9.0% | -0.9% | +9.9% | +10.2% |
| 30D | +17.2% | -2.5% | +19.8% | +20.8% |
| 3M | +11.4% | -3.0% | +14.4% | +15.5% |
| 6M | +137.5% | -2.1% | +139.6% | +144.1% |
| YTD | +193.1% | -1.5% | +194.6% | +199.4% |
| 1Y | +240.3% | +0.2% | +240.1% | +241.7% |
| 3Y | +262.2% | +8.6% | +253.6% | +226.9% |
| All | +144.1% | +1.2% | +142.9% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling