+676.6%
UMAC vs VCLT
+6.2%
+670.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -0.3% |
| 7D | -4.0% | -1.3% | -2.7% | -0.8% |
| 30D | -9.4% | -1.1% | -8.3% | -7.1% |
| 3M | +3.0% | -3.7% | +6.7% | +13.4% |
| 6M | +27.2% | -4.0% | +31.2% | +44.0% |
| YTD | +84.7% | -3.4% | +88.1% | +103.9% |
| 1Y | +136.5% | -4.1% | +140.6% | +165.6% |
| All | +676.6% | +6.2% | +670.4% | +633.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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