+42.3%
UMMA vs VT
+56.6%
-14.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | -4.5% | -2.3% | -2.1% | -1.8% |
| 30D | -8.8% | -5.0% | -3.8% | -3.2% |
| 3M | -7.3% | -4.9% | -2.4% | -1.7% |
| 6M | -5.9% | -1.5% | -4.3% | -3.4% |
| YTD | +15.3% | +8.5% | +6.8% | +7.1% |
| 1Y | +21.3% | +11.4% | +9.9% | +9.7% |
| 3Y | +69.9% | +70.1% | -0.2% | -0.9% |
| All | +42.3% | +56.6% | -14.3% | -10.6% |
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