+684.2%
UMAC vs VT
+61.4%
+622.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -0.9% | +0.4% | -1.4% | -2.0% |
| 30D | -7.7% | +1.0% | -8.6% | -9.6% |
| 3M | -26.4% | +2.4% | -28.8% | -28.2% |
| 6M | +61.9% | +12.0% | +49.8% | +27.4% |
| YTD | +86.5% | +15.3% | +71.2% | +36.8% |
| 1Y | +156.3% | +22.6% | +133.7% | +68.5% |
| All | +684.2% | +61.4% | +622.7% | +212.6% |
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 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