+702.6%
UMAC vs VEU
+65.1%
+637.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -4.6% |
| 7D | +3.3% | +0.3% | +3.0% | +2.5% |
| 30D | -10.4% | +0.7% | -11.1% | -11.7% |
| 3M | +1.8% | +4.7% | -2.9% | -6.2% |
| 6M | +40.7% | +11.6% | +29.1% | +14.7% |
| YTD | +90.9% | +16.8% | +74.1% | +39.2% |
| 1Y | +151.8% | +24.9% | +126.9% | +62.1% |
| All | +702.6% | +65.1% | +637.5% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling