+269.3%
ROIV vs UMAC
+508.0%
-238.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.1% |
| 7D | +22.3% | +3.3% | +19.1% | +22.2% |
| 30D | +16.9% | -10.4% | +27.2% | +17.2% |
| 3M | +43.9% | +1.8% | +42.2% | +42.9% |
| 6M | +41.6% | +40.7% | +0.8% | +37.2% |
| YTD | +92.7% | +90.9% | +1.8% | +84.0% |
| 1Y | +210.2% | +151.8% | +58.4% | +192.5% |
| All | +269.3% | +508.0% | -238.7% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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