+170.2%
VEA vs UMC
+1,011.5%
-841.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.8% | -1.8% |
| 7D | +0.3% | +13.6% | -13.3% | -2.9% |
| 30D | +0.4% | +20.8% | -20.3% | -4.3% |
| 3M | +4.8% | +16.1% | -11.3% | -1.1% |
| 6M | +11.3% | +137.3% | -126.0% | -13.4% |
| YTD | +17.4% | +193.8% | -176.4% | -14.7% |
| 1Y | +26.2% | +236.1% | -209.9% | -11.7% |
| 3Y | +77.7% | +267.1% | -189.4% | +19.1% |
| 5Y | +60.9% | +145.3% | -84.3% | +16.4% |
| 10Y | +163.6% | +1,857.3% | -1,693.7% | -3.1% |
| All | +170.2% | +1,011.5% | -841.3% | -10.1% |
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