-24.6%
UMAC vs VO
+6.7%
-31.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.7% |
| 7D | -5.2% | +3.1% | -8.3% | -17.5% |
| 30D | -36.4% | +2.2% | -38.6% | -42.1% |
| 3M | -58.6% | -2.5% | -56.1% | -49.0% |
| 6M | -24.6% | +7.0% | -31.6% | -49.6% |
| All | -24.6% | +6.7% | -31.4% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling