+129.1%
UMI vs VT
+53.4%
+75.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -9.6% | -2.3% | -7.3% | -8.4% |
| 30D | -3.5% | -5.0% | +1.5% | -0.6% |
| 3M | -5.9% | -4.9% | -1.1% | -3.3% |
| 6M | -2.3% | -1.5% | -0.8% | -2.2% |
| YTD | +17.4% | +8.5% | +8.9% | +9.5% |
| 1Y | +22.6% | +11.4% | +11.2% | +12.1% |
| 3Y | +80.2% | +70.1% | +10.1% | +19.4% |
| All | +129.1% | +53.4% | +75.7% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling