+272.3%
UMAC vs VLTO
+44.2%
+228.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -4.7% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -36.4% | +17.5% | -53.9% | -38.1% |
| 3M | -58.6% | +21.4% | -80.0% | -60.0% |
| 6M | -24.6% | +38.1% | -62.8% | -32.5% |
| YTD | -11.5% | +19.0% | -30.5% | -11.8% |
| 1Y | +16.9% | +20.7% | -3.8% | +14.5% |
| All | +272.3% | +44.2% | +228.1% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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