+59.9%
VEA vs UMC
+143.5%
-83.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | -1.5% | +9.0% | -10.5% | -3.2% |
| 30D | -0.8% | +17.2% | -18.1% | -4.2% |
| 3M | +2.5% | +11.4% | -8.9% | -1.6% |
| 6M | +11.1% | +137.5% | -126.4% | -11.3% |
| YTD | +17.2% | +193.1% | -175.9% | -12.7% |
| 1Y | +24.5% | +240.3% | -215.8% | -11.2% |
| 3Y | +75.4% | +262.2% | -186.8% | +19.8% |
| All | +59.9% | +143.5% | -83.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling