+1,052.9%
UMC vs VYM
+484.2%
+568.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +11.4% | -1.9% | +13.2% | +13.8% |
| 30D | +16.8% | -2.6% | +19.4% | +20.3% |
| 3M | +19.1% | +3.6% | +15.5% | +14.3% |
| 6M | +137.4% | +8.7% | +128.8% | +116.2% |
| YTD | +186.4% | +14.1% | +172.3% | +145.3% |
| 1Y | +229.1% | +17.8% | +211.3% | +171.3% |
| 3Y | +257.9% | +64.5% | +193.4% | +98.3% |
| 5Y | +137.5% | +77.5% | +60.0% | +21.9% |
| 10Y | +1,808.2% | +206.1% | +1,602.0% | +347.4% |
| All | +1,052.9% | +484.2% | +568.8% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling