+657.4%
UMAC vs VIG
+43.4%
+614.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -4.4% |
| 7D | -3.4% | -1.1% | -2.3% | -0.7% |
| 30D | -15.1% | -2.7% | -12.3% | -8.4% |
| 3M | -10.8% | +2.5% | -13.3% | -16.4% |
| 6M | +15.7% | +9.2% | +6.4% | -5.7% |
| YTD | +80.1% | +9.8% | +70.3% | +43.9% |
| 1Y | +116.7% | +12.4% | +104.3% | +67.6% |
| All | +657.4% | +43.4% | +614.0% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling