+191.2%
VLO vs UMC
+252.9%
-61.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +4.0% | +11.4% | -7.4% | +3.1% |
| 30D | +19.0% | +16.8% | +2.2% | +17.5% |
| 3M | +50.0% | +19.1% | +30.9% | +46.1% |
| 6M | +79.1% | +137.4% | -58.3% | +57.9% |
| YTD | +140.3% | +186.4% | -46.1% | +99.9% |
| 1Y | +148.3% | +229.1% | -80.8% | +98.9% |
| All | +191.2% | +252.9% | -61.7% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling