+81.7%
VRT vs UMC
+227.6%
-146.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.7% |
| 7D | -7.7% | +11.4% | -19.1% | -11.3% |
| 30D | -12.0% | +16.8% | -28.7% | -17.0% |
| 3M | -11.7% | +19.1% | -30.8% | -15.9% |
| 6M | -8.1% | +137.4% | -145.5% | -30.1% |
| YTD | +53.2% | +186.4% | -133.2% | +4.9% |
| 1Y | +81.7% | +229.1% | -147.4% | +16.2% |
| All | +81.7% | +227.6% | -146.0% | +16.2% |
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