+274.5%
UMC vs VTRS
+89.1%
+185.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +9.0% | -2.2% | +11.2% | +9.7% |
| 30D | +17.2% | +3.3% | +13.9% | +16.0% |
| 3M | +11.4% | +2.0% | +9.4% | +9.9% |
| 6M | +137.5% | +19.9% | +117.6% | +122.5% |
| YTD | +193.1% | +35.7% | +157.4% | +163.5% |
| 1Y | +240.3% | +68.1% | +172.2% | +185.7% |
| 3Y | +262.2% | +87.1% | +175.1% | +185.9% |
| 5Y | +143.1% | +47.6% | +95.5% | +100.4% |
| 10Y | +1,853.0% | -48.2% | +1,901.2% | +1,887.3% |
| All | +274.5% | +89.1% | +185.4% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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