+48.0%
UMMA vs VT
+61.8%
-13.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +0.8% |
| 7D | -1.2% | -0.7% | -0.5% | -0.3% |
| 30D | -3.7% | -1.7% | -2.0% | -1.6% |
| 3M | -5.0% | -2.3% | -2.7% | -2.2% |
| 6M | -3.2% | +1.5% | -4.7% | -4.1% |
| YTD | +19.9% | +12.0% | +7.8% | +7.4% |
| 1Y | +23.5% | +12.9% | +10.7% | +9.9% |
| 3Y | +75.8% | +74.9% | +0.9% | -0.7% |
| All | +48.0% | +61.8% | -13.8% | -10.3% |
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 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