+137.4%
UMC vs VTEB
-2.8%
+140.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | +0.2% |
| 7D | +11.4% | -1.2% | +12.6% | +16.6% |
| 30D | +16.8% | -2.9% | +19.7% | +31.5% |
| 3M | +19.1% | -3.2% | +22.2% | +37.5% |
| 6M | +137.4% | -2.6% | +140.1% | +167.1% |
| All | +137.4% | -2.8% | +140.3% | +167.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling