+57.6%
UMMA vs VT
+66.5%
-8.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | +1.5% | +1.0% | +0.5% | +0.5% |
| 3M | -3.5% | +2.4% | -5.9% | -5.6% |
| 6M | +14.1% | +12.0% | +2.1% | +1.6% |
| YTD | +27.6% | +15.3% | +12.3% | +10.5% |
| 1Y | +44.9% | +22.6% | +22.3% | +17.8% |
| 3Y | +81.0% | +74.7% | +6.3% | +1.9% |
| All | +57.6% | +66.5% | -8.9% | -7.8% |
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 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