+83.7%
VOO vs UMC
+143.5%
-59.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | -0.8% | +9.0% | -9.8% | -2.6% |
| 30D | -1.1% | +17.2% | -18.3% | -4.5% |
| 3M | +3.9% | +11.4% | -7.5% | -0.4% |
| 6M | +13.6% | +137.5% | -123.9% | -10.8% |
| YTD | +12.7% | +193.1% | -180.4% | -18.2% |
| 1Y | +17.6% | +240.3% | -222.7% | -18.7% |
| 3Y | +77.3% | +262.2% | -184.9% | +16.8% |
| All | +83.7% | +143.5% | -59.8% | +28.1% |
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 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