+115.0%
UMC vs VTR
+22.5%
+92.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -0.5% |
| 7D | -14.7% | +10.0% | -24.7% | -9.4% |
| 30D | -32.9% | +9.6% | -42.5% | -28.6% |
| 3M | -22.2% | -1.2% | -20.9% | -22.3% |
| 6M | +25.9% | +2.8% | +23.1% | +29.6% |
| YTD | +107.9% | +17.4% | +90.5% | +128.2% |
| 1Y | +115.0% | +22.0% | +93.0% | +148.6% |
| All | +115.0% | +22.5% | +92.6% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling