-34.9%
VST vs UMC
+112.5%
-147.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.1% | -11.8% | -13.6% |
| 7D | -15.7% | -14.7% | -1.1% | -14.1% |
| 30D | -17.0% | -32.9% | +15.9% | -13.4% |
| 3M | -15.9% | -22.2% | +6.3% | -13.7% |
| 6M | -25.0% | +25.9% | -50.9% | -21.5% |
| YTD | -25.1% | +107.9% | -133.0% | -17.8% |
| 1Y | -34.9% | +115.0% | -149.9% | -30.5% |
| All | -34.9% | +112.5% | -147.4% | -30.5% |
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