+1,002.6%
VST vs UMC
+1,094.8%
-92.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.5% | +7.0% | +10.0% |
| 7D | -9.8% | -17.0% | +7.2% | -7.0% |
| 30D | -25.1% | -40.6% | +15.4% | -18.5% |
| 3M | -11.6% | -27.9% | +16.3% | -7.0% |
| 6M | -20.9% | -7.5% | -13.5% | -20.8% |
| YTD | -22.3% | +79.3% | -101.6% | -31.3% |
| 1Y | -32.0% | +92.8% | -124.8% | -40.7% |
| 3Y | +262.4% | +108.2% | +154.2% | +212.1% |
| 5Y | +563.4% | +68.4% | +494.9% | +471.5% |
| 10Y | +1,120.7% | +1,107.7% | +13.0% | +717.2% |
| All | +1,002.6% | +1,094.8% | -92.2% | +634.4% |
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 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