+818.4%
VOO vs UMC
+1,719.3%
-900.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -1.2% |
| 7D | -0.4% | +13.6% | -14.0% | -2.8% |
| 30D | -1.4% | +20.8% | -22.1% | -5.0% |
| 3M | +3.7% | +16.1% | -12.4% | -0.9% |
| 6M | +13.0% | +137.3% | -124.3% | -7.5% |
| YTD | +12.4% | +193.8% | -181.3% | -13.0% |
| 1Y | +18.6% | +236.1% | -217.5% | -11.0% |
| 3Y | +78.1% | +267.1% | -189.1% | +29.3% |
| 5Y | +82.3% | +145.3% | -63.0% | +39.9% |
| 10Y | +322.5% | +1,857.3% | -1,534.8% | +99.4% |
| All | +818.4% | +1,719.3% | -900.8% | +304.6% |
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