+156.3%
UMAC vs VYM
+21.4%
+134.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -1.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.7% |
| 30D | -7.7% | -0.5% | -7.1% | -5.2% |
| 3M | -26.4% | +3.0% | -29.5% | -32.9% |
| 6M | +61.9% | +8.2% | +53.6% | +25.5% |
| YTD | +86.5% | +15.8% | +70.7% | +6.3% |
| 1Y | +156.3% | +20.8% | +135.5% | +34.1% |
| All | +156.3% | +21.4% | +134.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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