+27.2%
UMAC vs VICR
+4.9%
+22.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -1.7% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -9.4% | -15.6% | +6.2% | -2.0% |
| 3M | +3.0% | -35.4% | +38.4% | +20.7% |
| 6M | +27.2% | +1.3% | +25.9% | +12.6% |
| All | +27.2% | +4.9% | +22.2% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling