+757.4%
UMAC vs VO
+46.0%
+711.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +10.9% |
| 7D | +14.7% | +0.6% | +14.1% | +12.7% |
| 30D | -0.5% | -1.1% | +0.6% | +3.0% |
| 3M | +0.5% | +4.5% | -4.0% | -9.0% |
| 6M | +57.9% | +11.1% | +46.9% | +27.4% |
| YTD | +103.9% | +13.5% | +90.4% | +56.1% |
| 1Y | +159.3% | +14.5% | +144.8% | +100.6% |
| All | +757.4% | +46.0% | +711.5% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling