+472.2%
UMH vs VT
+374.2%
+98.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.2% | +0.4% | -3.7% | -3.5% |
| 30D | +6.4% | +1.0% | +5.4% | +5.7% |
| 3M | +7.3% | +2.4% | +4.9% | +5.2% |
| 6M | +10.2% | +12.0% | -1.8% | +1.6% |
| YTD | +4.6% | +15.3% | -10.7% | -5.5% |
| 1Y | +12.1% | +22.6% | -10.4% | -2.8% |
| 3Y | +25.5% | +74.7% | -49.2% | -14.7% |
| 5Y | -18.2% | +66.1% | -84.4% | -42.6% |
| 10Y | +116.7% | +225.0% | -108.3% | +5.1% |
| All | +472.2% | +374.2% | +98.0% | +126.3% |
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