-25.1%
VST vs UMC
+122.3%
-147.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | +0.7% |
| 7D | +10.9% | +0.1% | +10.8% | +10.6% |
| 30D | -15.6% | -28.7% | +13.1% | -12.9% |
| 3M | -7.8% | -15.1% | +7.3% | -6.5% |
| 6M | -12.0% | +5.0% | -16.9% | -8.6% |
| YTD | -16.9% | +108.2% | -125.1% | -4.1% |
| 1Y | -25.1% | +121.7% | -146.8% | -16.4% |
| All | -25.1% | +122.3% | -147.4% | -16.4% |
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 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