+657.4%
UMAC vs VSXY
+155.4%
+502.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.5% | -3.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -15.1% | -18.7% | +3.6% | -11.2% |
| 3M | -10.8% | -4.0% | -6.8% | -11.3% |
| 6M | +15.7% | +67.5% | -51.8% | -1.6% |
| YTD | +80.1% | +39.7% | +40.5% | +56.7% |
| 1Y | +116.7% | +180.0% | -63.3% | +54.3% |
| All | +657.4% | +155.4% | +502.0% | +392.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling