+657.4%
UMAC vs VCLT
+6.2%
+651.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | -3.4% | -1.4% | -2.1% | 0.0% |
| 30D | -15.1% | -1.2% | -13.9% | -12.8% |
| 3M | -10.8% | -4.8% | -6.0% | +0.8% |
| 6M | +15.7% | -2.6% | +18.2% | +27.3% |
| YTD | +80.1% | -3.3% | +83.5% | +98.6% |
| 1Y | +116.7% | -4.8% | +121.5% | +147.4% |
| All | +657.4% | +6.2% | +651.2% | +615.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling