+292.7%
UMAC vs VT
+51.8%
+240.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.1% |
| 7D | -23.4% | -2.3% | -21.1% | -17.4% |
| 30D | -45.6% | -5.0% | -40.7% | -36.0% |
| 3M | -50.9% | -4.9% | -46.0% | -41.9% |
| 6M | -16.5% | -1.5% | -15.0% | -5.1% |
| YTD | -6.6% | +8.5% | -15.1% | -16.8% |
| 1Y | +10.7% | +11.4% | -0.7% | -6.3% |
| All | +292.7% | +51.8% | +240.9% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling