+266.4%
ROIV vs UMAC
+549.5%
-283.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +9.3% | +9.4% | +18.3% |
| 7D | +20.2% | +14.7% | +5.5% | +19.5% |
| 30D | +14.1% | -0.5% | +14.6% | +13.9% |
| 3M | +45.6% | +0.5% | +45.1% | +44.6% |
| 6M | +44.1% | +57.9% | -13.8% | +39.0% |
| YTD | +91.2% | +103.9% | -12.8% | +82.1% |
| 1Y | +221.3% | +159.3% | +62.0% | +202.5% |
| All | +266.4% | +549.5% | -283.1% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling