+1,187.3%
VUG vs UMC
+440.5%
+746.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | +2.5% | +11.2% | -8.7% | -0.1% |
| 30D | -6.3% | -28.0% | +21.8% | +0.7% |
| 3M | -6.0% | -20.5% | +14.5% | -1.9% |
| 6M | -3.5% | -1.6% | -2.0% | -6.5% |
| YTD | +3.9% | +99.4% | -95.5% | -16.8% |
| 1Y | +5.1% | +120.4% | -115.3% | -17.9% |
| 3Y | +77.9% | +134.2% | -56.4% | +34.8% |
| 5Y | +62.4% | +78.8% | -16.4% | +29.2% |
| 10Y | +399.4% | +1,280.4% | -881.0% | +129.3% |
| All | +1,187.3% | +440.5% | +746.8% | +450.8% |
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