+119.8%
UMH vs VT
+222.7%
-102.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | +1.3% | -0.7% | +1.9% | +1.8% |
| 3M | +4.0% | +4.0% | 0.0% | -0.2% |
| 6M | +8.0% | +12.3% | -4.3% | -3.9% |
| YTD | +2.7% | +14.0% | -11.3% | -10.2% |
| 1Y | +9.6% | +20.3% | -10.7% | -9.2% |
| 3Y | +25.1% | +75.4% | -50.3% | -29.7% |
| 5Y | -19.7% | +66.0% | -85.7% | -52.6% |
| 10Y | +119.8% | +228.2% | -108.4% | -29.8% |
| All | +119.8% | +222.7% | -102.8% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling