+676.6%
UMAC vs VIG
+42.4%
+634.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.0% |
| 7D | -4.0% | -2.2% | -1.8% | +2.1% |
| 30D | -9.4% | -3.2% | -6.2% | -0.8% |
| 3M | +3.0% | +3.0% | -0.1% | -4.4% |
| 6M | +27.2% | +8.1% | +19.1% | +6.6% |
| YTD | +84.7% | +9.1% | +75.6% | +50.6% |
| 1Y | +136.5% | +12.6% | +123.9% | +83.0% |
| All | +676.6% | +42.4% | +634.2% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling