+54.3%
VXUS vs UMC
+145.1%
-90.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -1.6% |
| 7D | +0.3% | +13.6% | -13.3% | -2.4% |
| 30D | +0.7% | +20.8% | -20.1% | -3.4% |
| 3M | +4.8% | +16.1% | -11.4% | -0.4% |
| 6M | +11.3% | +137.3% | -126.0% | -11.2% |
| YTD | +16.5% | +193.8% | -177.2% | -13.3% |
| 1Y | +24.3% | +236.1% | -211.8% | -11.2% |
| 3Y | +74.5% | +267.1% | -192.6% | +18.6% |
| 5Y | +54.3% | +145.3% | -90.9% | +10.6% |
| All | +54.3% | +145.1% | -90.7% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling