+361.1%
VST vs UMC
+234.1%
+126.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.3% |
| 7D | +8.9% | +5.0% | +4.0% | +7.5% |
| 30D | +6.2% | +7.7% | -1.5% | +4.0% |
| 3M | -2.7% | +1.7% | -4.4% | -4.9% |
| 6M | -8.4% | +113.9% | -122.3% | -29.8% |
| YTD | -7.2% | +168.9% | -176.1% | -38.4% |
| 1Y | -20.9% | +207.2% | -228.1% | -51.6% |
| All | +361.1% | +234.1% | +126.9% | +173.4% |
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 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