+1,529.4%
UMDD vs VT
+455.3%
+1,074.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | -1.1% |
| 7D | -0.2% | -0.7% | +0.5% | +2.8% |
| 30D | +4.4% | -1.7% | +6.2% | +11.2% |
| 3M | -14.3% | -2.3% | -12.0% | -6.8% |
| 6M | -2.9% | +1.5% | -4.4% | -5.9% |
| YTD | +27.4% | +12.0% | +15.4% | -7.3% |
| 1Y | +30.5% | +12.9% | +17.6% | -6.5% |
| 3Y | +115.7% | +74.9% | +40.8% | -52.9% |
| 5Y | -10.8% | +59.9% | -70.7% | -66.6% |
| 10Y | +158.3% | +224.6% | -66.4% | -77.1% |
| All | +1,529.4% | +455.3% | +1,074.1% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling