+657.4%
UMAC vs VOO
+58.8%
+598.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -4.7% |
| 7D | -3.4% | -0.8% | -2.6% | -1.5% |
| 30D | -15.1% | -1.1% | -14.0% | -12.3% |
| 3M | -10.8% | +3.9% | -14.7% | -17.0% |
| 6M | +15.7% | +13.6% | +2.0% | -9.3% |
| YTD | +80.1% | +12.7% | +67.4% | +43.8% |
| 1Y | +116.7% | +17.6% | +99.1% | +63.9% |
| All | +657.4% | +58.8% | +598.7% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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