+275.3%
UMC vs VTR
+5,604.8%
-5,329.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +13.6% | -2.9% | +16.5% | +14.7% |
| 30D | +20.8% | -2.8% | +23.6% | +21.8% |
| 3M | +16.1% | +9.0% | +7.1% | +11.3% |
| 6M | +137.3% | +5.0% | +132.3% | +129.3% |
| YTD | +193.8% | +16.9% | +176.8% | +172.6% |
| 1Y | +236.1% | +34.3% | +201.8% | +195.9% |
| 3Y | +267.1% | +131.6% | +135.5% | +160.8% |
| 5Y | +145.3% | +88.0% | +57.3% | +83.7% |
| 10Y | +1,857.3% | +97.8% | +1,759.6% | +1,116.5% |
| All | +275.3% | +5,604.8% | -5,329.5% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling