+948.7%
VTI vs UMC
+438.9%
+509.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.4% |
| 7D | -0.4% | +13.6% | -14.0% | -3.1% |
| 30D | -1.6% | +20.8% | -22.3% | -5.7% |
| 3M | +3.6% | +16.1% | -12.6% | -1.7% |
| 6M | +13.0% | +137.3% | -124.3% | -9.4% |
| YTD | +12.7% | +193.8% | -181.1% | -15.0% |
| 1Y | +18.4% | +236.1% | -217.7% | -13.6% |
| 3Y | +76.4% | +267.1% | -190.7% | +24.4% |
| 5Y | +73.7% | +145.3% | -71.6% | +31.2% |
| 10Y | +302.5% | +1,857.3% | -1,554.8% | +77.0% |
| All | +948.7% | +438.9% | +509.8% | +342.3% |
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