+212.2%
UMI vs VT
+153.7%
+58.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | -1.7% | -3.1% | +1.3% | +0.1% |
| 3M | -3.5% | -3.5% | 0.0% | -1.5% |
| 6M | +1.1% | +0.5% | +0.7% | +0.1% |
| YTD | +20.7% | +10.8% | +9.9% | +11.1% |
| 1Y | +23.5% | +11.9% | +11.6% | +12.7% |
| 3Y | +89.5% | +73.0% | +16.5% | +26.4% |
| 5Y | +140.1% | +58.6% | +81.5% | +68.5% |
| All | +212.2% | +153.7% | +58.6% | +63.1% |
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 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