+676.6%
UMAC vs VICR
+325.7%
+350.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -2.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -9.4% | -15.6% | +6.2% | -4.3% |
| 3M | +3.0% | -35.4% | +38.4% | +16.5% |
| 6M | +27.2% | +1.3% | +25.9% | +26.1% |
| YTD | +84.7% | +62.5% | +22.2% | +62.5% |
| 1Y | +136.5% | +255.5% | -119.0% | +74.5% |
| All | +676.6% | +325.7% | +350.9% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling