+156.3%
UMAC vs VICR
+272.1%
-115.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.5% | -5.2% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -7.7% | -13.9% | +6.3% | -2.6% |
| 3M | -26.4% | -38.4% | +12.0% | -14.1% |
| 6M | +61.9% | -7.2% | +69.1% | +60.2% |
| YTD | +86.5% | +72.0% | +14.5% | +57.9% |
| 1Y | +156.3% | +263.3% | -107.0% | +111.6% |
| All | +156.3% | +272.1% | -115.8% | +111.6% |
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