+75.7%
VTI vs UMC
+261.2%
-185.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.5% |
| 7D | -0.9% | +9.0% | -9.9% | -2.1% |
| 30D | -1.4% | +17.2% | -18.7% | -3.8% |
| 3M | +3.6% | +11.4% | -7.8% | +0.5% |
| 6M | +13.6% | +137.5% | -123.9% | -4.7% |
| YTD | +12.9% | +193.1% | -180.2% | -11.4% |
| 1Y | +17.2% | +240.3% | -223.1% | -12.0% |
| 3Y | +75.7% | +262.2% | -186.5% | +23.9% |
| All | +75.7% | +261.2% | -185.5% | +23.9% |
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