-28.5%
VST vs UMC
+103.9%
-132.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.2% | +6.2% |
| 7D | -0.5% | -9.2% | +8.6% | +0.6% |
| 30D | -17.1% | -35.1% | +18.1% | -13.2% |
| 3M | -4.6% | -20.5% | +15.9% | -2.2% |
| 6M | -9.1% | -1.7% | -7.3% | -4.5% |
| YTD | -16.6% | +92.8% | -109.4% | -3.7% |
| All | -28.5% | +103.9% | -132.4% | -20.7% |
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 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