+608.4%
VST vs UMC
+77.4%
+531.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +6.6% | +11.2% | -4.6% | +3.7% |
| 30D | -12.4% | -28.0% | +15.7% | -5.2% |
| 3M | -9.0% | -20.5% | +11.5% | -4.5% |
| 6M | -6.4% | -1.6% | -4.9% | -8.8% |
| YTD | -17.2% | +99.4% | -116.6% | -36.5% |
| 1Y | -22.0% | +120.4% | -142.4% | -42.5% |
| 3Y | +296.7% | +134.2% | +162.4% | +187.0% |
| All | +608.4% | +77.4% | +531.0% | +416.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling