+702.6%
UMAC vs VO
+44.8%
+657.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -4.2% |
| 7D | +3.3% | -0.6% | +3.9% | +5.0% |
| 30D | -10.4% | -1.9% | -8.5% | -4.9% |
| 3M | +1.8% | +3.3% | -1.5% | -4.5% |
| 6M | +40.7% | +9.7% | +31.0% | +17.4% |
| YTD | +90.9% | +12.6% | +78.3% | +49.5% |
| 1Y | +151.8% | +13.6% | +138.1% | +99.0% |
| All | +702.6% | +44.8% | +657.9% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling