+220.5%
UMI vs VT
+154.2%
+66.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +5.5% | +2.4% | +3.2% | +3.9% |
| 30D | +0.1% | -1.5% | +1.6% | +0.9% |
| 3M | -1.9% | -4.1% | +2.2% | +0.5% |
| 6M | +0.6% | +0.6% | +0.1% | -0.5% |
| YTD | +23.9% | +11.0% | +12.8% | +13.8% |
| 1Y | +26.7% | +13.3% | +13.3% | +14.7% |
| 3Y | +93.7% | +73.4% | +20.3% | +29.0% |
| 5Y | +145.9% | +57.4% | +88.5% | +73.5% |
| All | +220.5% | +154.2% | +66.2% | +67.1% |
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