+344.9%
UMAC vs VLTO
+44.0%
+300.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.8% | +12.4% | +13.2% |
| 7D | -5.5% | +2.0% | -7.6% | -5.7% |
| 30D | -35.3% | +21.8% | -57.1% | -37.6% |
| 3M | -48.4% | +20.2% | -68.6% | -50.1% |
| 6M | +0.4% | +36.3% | -35.9% | -9.3% |
| YTD | +5.8% | +18.8% | -13.0% | +5.4% |
| 1Y | +27.3% | +20.4% | +6.9% | +24.6% |
| All | +344.9% | +44.0% | +300.9% | +151.7% |
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