+253.3%
ROIV vs UMAC
+195.7%
+57.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.0% | -4.1% |
| 7D | +9.2% | +10.1% | -0.9% | +8.7% |
| 30D | +19.9% | -39.1% | +59.1% | +22.3% |
| 3M | +10.6% | -56.2% | +66.8% | +14.1% |
| 6M | +36.1% | -16.2% | +52.3% | +35.4% |
| YTD | +84.3% | -7.1% | +91.4% | +81.2% |
| 1Y | +87.6% | +10.3% | +77.3% | +83.1% |
| All | +253.3% | +195.7% | +57.5% | +213.7% |
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