+1,216.9%
VST vs UMC
+1,691.7%
-474.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.8% |
| 7D | +8.9% | +5.0% | +4.0% | +8.0% |
| 30D | +6.2% | +7.7% | -1.5% | +4.9% |
| 3M | -2.7% | +1.7% | -4.4% | -3.8% |
| 6M | -8.4% | +113.9% | -122.3% | -20.1% |
| YTD | -7.2% | +168.9% | -176.1% | -23.0% |
| 1Y | -20.9% | +207.2% | -228.1% | -36.0% |
| 3Y | +384.0% | +227.7% | +156.3% | +288.8% |
| 5Y | +757.1% | +118.0% | +639.0% | +600.0% |
| All | +1,216.9% | +1,691.7% | -474.8% | +722.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling