+137.1%
UMAC vs VT
+22.0%
+115.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -0.9% | +0.4% | -1.4% | -2.4% |
| 30D | -7.7% | +1.0% | -8.6% | -10.4% |
| 3M | -26.4% | +2.4% | -28.8% | -29.7% |
| 6M | +61.9% | +12.0% | +49.8% | +18.2% |
| YTD | +86.5% | +15.3% | +71.2% | +14.8% |
| All | +137.1% | +22.0% | +115.1% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling