+657.4%
UMAC vs VYM
+54.5%
+602.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -4.3% |
| 7D | -3.4% | -0.8% | -2.6% | -1.3% |
| 30D | -15.1% | -2.2% | -12.8% | -9.4% |
| 3M | -10.8% | +3.1% | -13.8% | -17.4% |
| 6M | +15.7% | +9.7% | +6.0% | -6.8% |
| YTD | +80.1% | +14.9% | +65.2% | +28.3% |
| 1Y | +116.7% | +17.6% | +99.1% | +48.7% |
| All | +657.4% | +54.5% | +602.9% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling