+7.9%
UMAC vs VICR
+76.0%
-68.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -11.1% | +0.3% | -5.9% |
| 7D | -26.0% | -26.6% | +0.5% | -15.0% |
| 30D | -40.3% | -47.9% | +7.6% | -21.4% |
| 3M | -51.1% | -29.8% | -21.4% | -45.7% |
| 6M | -5.6% | -36.6% | +31.0% | +3.2% |
| YTD | +2.3% | +45.1% | -42.9% | -46.8% |
| 1Y | +7.9% | +80.0% | -72.2% | -56.9% |
| All | +7.9% | +76.0% | -68.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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