+297.8%
VTI vs UMC
+1,863.6%
-1,565.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | -0.9% | +9.0% | -9.9% | -2.6% |
| 30D | -1.4% | +17.2% | -18.7% | -4.6% |
| 3M | +3.6% | +11.4% | -7.8% | -0.2% |
| 6M | +13.6% | +137.5% | -123.9% | -7.5% |
| YTD | +12.9% | +193.1% | -180.2% | -13.3% |
| 1Y | +17.2% | +240.3% | -223.1% | -13.2% |
| 3Y | +75.7% | +262.2% | -186.5% | +26.4% |
| 5Y | +75.4% | +143.1% | -67.7% | +32.7% |
| All | +297.8% | +1,863.6% | -1,565.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling