+259.3%
ROIV vs UMAC
+237.0%
+22.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.3% | -8.7% | +4.0% |
| 7D | +13.3% | -5.5% | +18.9% | +13.4% |
| 30D | +14.8% | -35.3% | +50.0% | +16.7% |
| 3M | +11.9% | -48.4% | +60.3% | +14.6% |
| 6M | +42.4% | +0.4% | +42.0% | +40.5% |
| YTD | +87.4% | +5.8% | +81.6% | +83.2% |
| 1Y | +97.2% | +27.3% | +69.9% | +91.3% |
| All | +259.3% | +237.0% | +22.3% | +217.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling