+315.5%
UMAC vs VT
+55.0%
+260.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.2% |
| 7D | -13.9% | -0.1% | -13.7% | -12.4% |
| 30D | -39.6% | -3.1% | -36.5% | -32.4% |
| 3M | -53.6% | -3.5% | -50.1% | -47.1% |
| 6M | -6.2% | +0.5% | -6.6% | +1.2% |
| YTD | -1.2% | +10.8% | -12.0% | -16.7% |
| 1Y | +9.7% | +11.9% | -2.2% | -8.6% |
| All | +315.5% | +55.0% | +260.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling