+2,397.0%
VRT vs UMC
+1,089.0%
+1,308.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.7% |
| 7D | -7.7% | +11.4% | -19.1% | -11.5% |
| 30D | -12.0% | +16.8% | -28.7% | -17.3% |
| 3M | -11.7% | +19.1% | -30.8% | -18.1% |
| 6M | -8.1% | +137.4% | -145.5% | -35.6% |
| YTD | +53.2% | +186.4% | -133.2% | -2.0% |
| 1Y | +81.7% | +229.1% | -147.4% | +10.0% |
| 3Y | +535.3% | +257.9% | +277.4% | +275.1% |
| 5Y | +916.4% | +137.5% | +778.8% | +547.6% |
| All | +2,397.0% | +1,089.0% | +1,308.0% | +920.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling