+147.3%
VXUS vs UMC
+1,863.6%
-1,716.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -1.4% | +9.0% | -10.4% | -3.1% |
| 30D | -0.5% | +17.2% | -17.7% | -3.5% |
| 3M | +2.6% | +11.4% | -8.8% | -0.9% |
| 6M | +10.9% | +137.5% | -126.6% | -8.5% |
| YTD | +16.1% | +193.1% | -177.0% | -9.0% |
| 1Y | +22.3% | +240.3% | -218.0% | -7.3% |
| 3Y | +72.0% | +262.2% | -190.2% | +26.8% |
| 5Y | +54.1% | +143.1% | -89.0% | +19.0% |
| All | +147.3% | +1,863.6% | -1,716.3% | +22.4% |
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