+7.9%
UMAC vs VEU
+17.0%
-9.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.0% | -12.9% | -15.6% |
| 7D | -26.0% | +0.2% | -26.3% | -26.7% |
| 30D | -40.3% | -2.1% | -38.2% | -37.0% |
| 3M | -51.1% | -2.7% | -48.4% | -47.5% |
| 6M | -5.6% | +3.2% | -8.9% | -6.5% |
| YTD | +2.3% | +12.6% | -10.3% | -30.6% |
| 1Y | +7.9% | +17.1% | -9.2% | -37.4% |
| All | +7.9% | +17.0% | -9.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling