+573.1%
VRT vs UMC
+262.0%
+311.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.0% | -13.6% | -11.4% |
| 7D | +2.4% | +13.6% | -11.2% | -3.7% |
| 30D | -2.7% | +20.8% | -23.4% | -11.3% |
| 3M | -9.2% | +16.1% | -25.3% | -16.5% |
| 6M | -0.5% | +137.3% | -137.8% | -38.2% |
| YTD | +62.3% | +193.8% | -131.4% | -15.1% |
| 1Y | +109.6% | +236.1% | -126.5% | -0.4% |
| All | +573.1% | +262.0% | +311.1% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling