+183.8%
VXUS vs UMC
+1,198.5%
-1,014.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.5% |
| 7D | +1.0% | +5.0% | -3.9% | -0.1% |
| 30D | +2.2% | +7.7% | -5.5% | +0.4% |
| 3M | +3.0% | +1.7% | +1.3% | +0.9% |
| 6M | +10.7% | +113.9% | -103.3% | -9.0% |
| YTD | +17.8% | +168.9% | -151.1% | -9.0% |
| 1Y | +27.6% | +207.2% | -179.6% | -4.8% |
| 3Y | +73.3% | +227.7% | -154.4% | +25.2% |
| 5Y | +54.3% | +118.0% | -63.7% | +18.9% |
| 10Y | +149.8% | +1,682.1% | -1,532.3% | +3.7% |
| All | +183.8% | +1,198.5% | -1,014.7% | +15.5% |
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