+13.8%
VRT vs UMC
+112.5%
-98.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -12.1% |
| 7D | -15.4% | -14.7% | -0.7% | -10.4% |
| 30D | -19.0% | -32.9% | +13.9% | -6.6% |
| 3M | -23.8% | -22.2% | -1.7% | -17.4% |
| 6M | -37.9% | +25.9% | -63.8% | -40.6% |
| YTD | +27.0% | +107.9% | -81.0% | -2.2% |
| 1Y | +13.8% | +115.0% | -101.2% | -15.9% |
| All | +13.8% | +112.5% | -98.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling