+702.6%
UMAC vs VSXY
+155.6%
+547.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.9% | -5.5% |
| 7D | +3.3% | -10.7% | +14.0% | +5.8% |
| 30D | -10.4% | -24.3% | +13.9% | -4.6% |
| 3M | +1.8% | +1.0% | +0.7% | 0.0% |
| 6M | +40.7% | +57.4% | -16.6% | +21.3% |
| YTD | +90.9% | +39.8% | +51.1% | +66.1% |
| 1Y | +151.8% | +196.5% | -44.7% | +76.6% |
| All | +702.6% | +155.6% | +547.0% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling