+1,179.1%
VST vs UMC
+1,304.8%
-125.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +19.2% | +17.8% | +1.4% | +15.9% |
| 30D | -17.2% | -29.6% | +12.5% | -12.4% |
| 3M | -8.1% | -18.4% | +10.2% | -5.5% |
| 6M | -8.1% | -0.1% | -8.0% | -9.2% |
| YTD | -16.3% | +104.0% | -120.3% | -27.5% |
| 1Y | -24.1% | +121.5% | -145.6% | -35.4% |
| 3Y | +300.2% | +135.0% | +165.2% | +237.7% |
| 5Y | +645.9% | +83.0% | +562.9% | +531.0% |
| All | +1,179.1% | +1,304.8% | -125.7% | +771.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling