+17.4%
UMAC vs VLTO
+20.2%
-2.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.8% | +12.4% | +14.0% |
| 7D | -5.5% | +2.0% | -7.6% | -4.0% |
| 30D | -35.3% | +21.8% | -57.1% | -22.9% |
| 3M | -48.4% | +20.2% | -68.6% | -38.9% |
| 6M | +0.4% | +36.3% | -35.9% | +32.6% |
| YTD | +5.8% | +18.8% | -13.0% | +39.5% |
| All | +17.4% | +20.2% | -2.8% | +55.6% |
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 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