-18.9%
VST vs UMC
+226.5%
-245.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.4% | +1.1% |
| 7D | +9.9% | +6.6% | +3.3% | +9.1% |
| 30D | +7.9% | +16.6% | -8.6% | +6.1% |
| 3M | +3.4% | +11.0% | -7.6% | +2.6% |
| 6M | -4.1% | +131.3% | -135.4% | -5.6% |
| YTD | -5.7% | +182.5% | -188.2% | -8.2% |
| 1Y | -18.9% | +222.3% | -241.1% | -22.0% |
| All | -18.9% | +226.5% | -245.4% | -22.0% |
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