+654.4%
VRT vs UMC
+77.4%
+577.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.4% |
| 7D | +10.5% | +11.2% | -0.7% | +4.4% |
| 30D | -9.3% | -28.0% | +18.7% | +8.2% |
| 3M | -29.6% | -20.5% | -9.1% | -21.4% |
| 6M | -45.4% | -1.6% | -43.8% | -48.0% |
| YTD | +24.8% | +99.4% | -74.6% | -27.5% |
| 1Y | +23.6% | +120.4% | -96.8% | -33.0% |
| 3Y | +379.7% | +134.2% | +245.4% | +145.0% |
| All | +654.4% | +77.4% | +577.0% | +321.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling