+234.4%
UMI vs VT
+161.1%
+73.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +3.4% | -0.7% | +4.1% | +3.8% |
| 3M | +6.1% | +4.0% | +2.1% | +3.0% |
| 6M | +8.6% | +12.3% | -3.7% | -0.5% |
| YTD | +29.3% | +14.0% | +15.3% | +17.0% |
| 1Y | +31.5% | +20.3% | +11.2% | +14.5% |
| 3Y | +105.0% | +75.4% | +29.5% | +35.8% |
| 5Y | +182.8% | +66.0% | +116.8% | +93.1% |
| All | +234.4% | +161.1% | +73.4% | +71.8% |
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