+379.1%
V vs UMC
+1,863.6%
-1,484.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -1.2% | +9.0% | -10.2% | -2.5% |
| 30D | +3.1% | +17.2% | -14.2% | +0.5% |
| 3M | +16.3% | +11.4% | +4.9% | +12.4% |
| 6M | +20.4% | +137.5% | -117.1% | +0.3% |
| YTD | +6.3% | +193.1% | -186.8% | -15.9% |
| 1Y | +8.7% | +240.3% | -231.6% | -16.8% |
| 3Y | +53.3% | +262.2% | -208.9% | +13.6% |
| 5Y | +71.1% | +143.1% | -72.1% | +33.2% |
| All | +379.1% | +1,863.6% | -1,484.4% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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