+1,250.4%
VUG vs UMC
+629.0%
+621.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.6% |
| 7D | -0.1% | +5.0% | -5.1% | -1.3% |
| 30D | -0.3% | +7.7% | -8.0% | -2.2% |
| 3M | -0.7% | +1.7% | -2.3% | -2.9% |
| 6M | +14.6% | +113.9% | -99.3% | -7.4% |
| YTD | +9.0% | +168.9% | -159.9% | -17.8% |
| 1Y | +14.9% | +207.2% | -192.3% | -16.4% |
| 3Y | +86.0% | +227.7% | -141.6% | +31.5% |
| 5Y | +76.7% | +118.0% | -41.4% | +35.0% |
| 10Y | +411.3% | +1,682.1% | -1,270.8% | +123.1% |
| All | +1,250.4% | +629.0% | +621.4% | +443.8% |
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