+115.0%
UMC vs VYM
+21.8%
+93.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -14.7% | +1.2% | -15.8% | -15.3% |
| 30D | -32.9% | +5.2% | -38.1% | -35.3% |
| 3M | -22.2% | +0.5% | -22.7% | -22.2% |
| 6M | +25.9% | +7.7% | +18.2% | +19.7% |
| YTD | +107.9% | +17.2% | +90.7% | +98.8% |
| 1Y | +115.0% | +21.7% | +93.4% | +99.4% |
| All | +115.0% | +21.8% | +93.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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