+414.3%
VUG vs UMC
+1,863.6%
-1,449.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.4% |
| 7D | -0.5% | +9.0% | -9.5% | -2.5% |
| 30D | -1.0% | +17.2% | -18.2% | -4.8% |
| 3M | +3.5% | +11.4% | -7.9% | -1.1% |
| 6M | +14.2% | +137.5% | -123.3% | -11.0% |
| YTD | +8.5% | +193.1% | -184.6% | -21.3% |
| 1Y | +12.9% | +240.3% | -227.4% | -21.6% |
| 3Y | +85.6% | +262.2% | -176.6% | +24.9% |
| 5Y | +78.1% | +143.1% | -65.0% | +27.4% |
| All | +414.3% | +1,863.6% | -1,449.2% | +127.0% |
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