+757.4%
UMAC vs VIG
+43.8%
+713.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.1% | +11.5% |
| 7D | +14.7% | -0.4% | +15.1% | +15.9% |
| 30D | -0.5% | -2.1% | +1.6% | +5.4% |
| 3M | +0.5% | +3.3% | -2.8% | -7.6% |
| 6M | +57.9% | +9.3% | +48.7% | +28.4% |
| YTD | +103.9% | +10.1% | +93.8% | +61.6% |
| 1Y | +159.3% | +14.7% | +144.6% | +90.9% |
| All | +757.4% | +43.8% | +713.6% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling