+1,205.2%
VST vs UMC
+1,198.4%
+6.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.2% | +6.0% |
| 7D | -0.5% | -9.2% | +8.6% | +1.1% |
| 30D | -17.1% | -35.1% | +18.1% | -11.0% |
| 3M | -4.6% | -20.5% | +15.9% | -1.3% |
| 6M | -9.1% | -1.7% | -7.3% | -9.8% |
| YTD | -16.6% | +92.8% | -109.4% | -27.1% |
| 1Y | -29.5% | +104.5% | -134.0% | -39.0% |
| 3Y | +297.5% | +129.8% | +167.7% | +237.8% |
| 5Y | +654.5% | +74.0% | +580.5% | +544.8% |
| 10Y | +1,205.2% | +1,198.4% | +6.8% | +809.7% |
| All | +1,205.2% | +1,198.4% | +6.8% | +809.7% |
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