+657.4%
UMAC vs VICR
+373.1%
+284.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.2% | -13.6% | -6.1% |
| 7D | -3.4% | +5.0% | -8.4% | -5.1% |
| 30D | -15.1% | -12.5% | -2.6% | -11.7% |
| 3M | -10.8% | -33.6% | +22.8% | -0.7% |
| 6M | +15.7% | +10.7% | +5.0% | +10.9% |
| YTD | +80.1% | +80.6% | -0.4% | +52.7% |
| 1Y | +116.7% | +288.4% | -171.6% | +54.7% |
| All | +657.4% | +373.1% | +284.3% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling