+2,926.4%
V vs UMC
+1,446.6%
+1,479.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.9% |
| 7D | -1.7% | +5.0% | -6.7% | -2.7% |
| 30D | +2.0% | +7.7% | -5.7% | +0.3% |
| 3M | +17.4% | +1.7% | +15.7% | +14.3% |
| 6M | +17.5% | +113.9% | -96.4% | -3.2% |
| YTD | +7.6% | +168.9% | -161.3% | -16.7% |
| 1Y | +7.7% | +207.2% | -199.5% | -19.3% |
| 3Y | +54.7% | +227.7% | -173.0% | +12.0% |
| 5Y | +73.0% | +118.0% | -45.0% | +33.6% |
| 10Y | +390.9% | +1,682.1% | -1,291.3% | +116.8% |
| All | +2,926.4% | +1,446.6% | +1,479.8% | +1,074.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling