+2,723.0%
VRT vs UMC
+1,016.4%
+1,706.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.2% | +2.6% |
| 7D | +9.1% | +5.0% | +4.2% | +7.1% |
| 30D | +0.9% | +7.7% | -6.7% | -2.1% |
| 3M | -13.4% | +1.7% | -15.0% | -14.7% |
| 6M | +11.7% | +113.9% | -102.2% | -18.5% |
| YTD | +73.2% | +168.9% | -95.7% | +13.7% |
| 1Y | +123.4% | +207.2% | -83.8% | +39.1% |
| 3Y | +606.2% | +227.7% | +378.5% | +331.1% |
| 5Y | +899.9% | +118.0% | +781.8% | +556.2% |
| All | +2,723.0% | +1,016.4% | +1,706.6% | +1,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling