+676.6%
UMAC vs VO
+43.4%
+633.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -0.8% |
| 7D | -4.0% | -2.5% | -1.5% | +2.7% |
| 30D | -9.4% | -3.2% | -6.2% | -0.2% |
| 3M | +3.0% | +3.9% | -0.9% | -4.9% |
| 6M | +27.2% | +9.6% | +17.5% | +6.7% |
| YTD | +84.7% | +11.6% | +73.1% | +48.4% |
| 1Y | +136.5% | +12.6% | +123.9% | +91.6% |
| All | +676.6% | +43.4% | +633.1% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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