+292.7%
UMAC vs VLTO
+42.8%
+249.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.3% | +10.7% |
| 7D | -23.4% | +5.4% | -28.8% | -23.9% |
| 30D | -45.6% | +22.3% | -67.9% | -47.7% |
| 3M | -50.9% | +19.6% | -70.5% | -52.5% |
| 6M | -16.5% | +35.2% | -51.7% | -24.7% |
| YTD | -6.6% | +17.9% | -24.5% | -6.9% |
| 1Y | +10.7% | +19.5% | -8.8% | +8.4% |
| All | +292.7% | +42.8% | +249.9% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling