+476.5%
V vs UMC
+1,304.8%
-828.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -0.4% | +17.8% | -18.1% | -2.7% |
| 30D | +6.3% | -29.6% | +35.9% | +11.2% |
| 3M | +17.2% | -18.4% | +35.5% | +19.2% |
| 6M | +29.2% | -0.1% | +29.4% | +24.0% |
| YTD | +20.8% | +104.0% | -83.2% | -0.2% |
| 1Y | +25.0% | +121.5% | -96.5% | +1.5% |
| 3Y | +75.3% | +135.0% | -59.7% | +37.8% |
| 5Y | +105.8% | +83.0% | +22.8% | +65.3% |
| All | +476.5% | +1,304.8% | -828.3% | +181.0% |
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