+262.4%
VST vs UMC
+107.6%
+154.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.5% | +7.0% | +9.6% |
| 7D | -9.8% | -17.0% | +7.2% | -5.3% |
| 30D | -25.1% | -40.6% | +15.4% | -14.4% |
| 3M | -11.6% | -27.9% | +16.3% | -4.5% |
| 6M | -20.9% | -7.5% | -13.5% | -22.2% |
| YTD | -22.3% | +79.3% | -101.6% | -43.1% |
| 1Y | -32.0% | +92.8% | -124.8% | -52.4% |
| 3Y | +262.4% | +108.2% | +154.2% | +148.5% |
| All | +262.4% | +107.6% | +154.8% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling