+156.3%
UMAC vs VSXY
+224.6%
-68.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.6% |
| 7D | -0.9% | -14.0% | +13.1% | +1.8% |
| 30D | -7.7% | -15.9% | +8.3% | -4.8% |
| 3M | -26.4% | +3.4% | -29.8% | -28.4% |
| 6M | +61.9% | +25.9% | +35.9% | +42.4% |
| YTD | +86.5% | +39.5% | +47.0% | +60.0% |
| 1Y | +156.3% | +194.4% | -38.0% | +105.9% |
| All | +156.3% | +224.6% | -68.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling