+702.6%
UMAC vs VCLT
+7.4%
+695.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -5.9% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.4% | +0.1% | -10.5% | -10.9% |
| 3M | +1.8% | -2.9% | +4.6% | +9.7% |
| 6M | +40.7% | -4.0% | +44.7% | +58.1% |
| YTD | +90.9% | -2.2% | +93.1% | +104.6% |
| 1Y | +151.8% | -2.6% | +154.3% | +171.6% |
| All | +702.6% | +7.4% | +695.2% | +636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling