+262.2%
UMC vs VWO
+62.9%
+199.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.5% |
| 7D | +9.0% | -1.8% | +10.8% | +11.4% |
| 30D | +17.2% | -0.1% | +17.3% | +17.4% |
| 3M | +11.4% | +2.2% | +9.2% | +10.1% |
| 6M | +137.5% | +8.8% | +128.8% | +122.6% |
| YTD | +193.1% | +12.4% | +180.7% | +165.8% |
| 1Y | +240.3% | +15.6% | +224.7% | +200.1% |
| 3Y | +262.2% | +62.5% | +199.7% | +117.5% |
| All | +262.2% | +62.9% | +199.3% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling