+272.3%
UMAC vs VT
+55.4%
+216.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -3.8% |
| 7D | -5.2% | +2.4% | -7.6% | -10.8% |
| 30D | -36.4% | -1.5% | -34.9% | -32.2% |
| 3M | -58.6% | -4.1% | -54.5% | -51.9% |
| 6M | -24.6% | +0.6% | -25.2% | -19.1% |
| YTD | -11.5% | +11.0% | -22.5% | -25.8% |
| 1Y | +16.9% | +13.3% | +3.5% | -6.0% |
| All | +272.3% | +55.4% | +216.9% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling