+146.2%
VXUS vs UMC
+1,272.7%
-1,126.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +2.1% | +11.2% | -9.1% | +0.1% |
| 30D | -1.1% | -28.0% | +26.9% | +4.5% |
| 3M | -5.6% | -20.5% | +14.9% | -2.5% |
| 6M | -2.3% | -1.6% | -0.7% | -4.8% |
| YTD | +10.4% | +99.4% | -89.0% | -7.8% |
| 1Y | +13.1% | +120.4% | -107.4% | -7.6% |
| 3Y | +68.0% | +134.2% | -66.2% | +33.5% |
| 5Y | +45.8% | +78.8% | -33.0% | +18.6% |
| All | +146.2% | +1,272.7% | -1,126.5% | +33.1% |
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