+151.8%
UMAC vs VLTO
-10.6%
+162.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -7.0% |
| 7D | +3.3% | -2.6% | +5.8% | +1.4% |
| 30D | -10.4% | -2.5% | -7.9% | -11.6% |
| 3M | +1.8% | +10.1% | -8.3% | +7.0% |
| 6M | +40.7% | +1.0% | +39.7% | +53.8% |
| YTD | +90.9% | -4.8% | +95.7% | +106.7% |
| 1Y | +151.8% | -9.3% | +161.1% | +189.5% |
| All | +151.8% | -10.6% | +162.3% | +189.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling