+12.0%
UMDD vs VT
+66.2%
-54.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.4% |
| 7D | +3.1% | +1.0% | +2.1% | -0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -9.3% |
| 3M | +1.8% | +4.5% | -2.8% | -11.6% |
| 6M | +25.6% | +14.1% | +11.6% | -17.2% |
| YTD | +33.9% | +14.8% | +19.2% | -12.7% |
| 1Y | +30.1% | +21.2% | +8.9% | -28.2% |
| 3Y | +86.7% | +76.6% | +10.1% | -64.5% |
| 5Y | +12.0% | +66.6% | -54.6% | -66.6% |
| All | +12.0% | +66.2% | -54.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling