+676.6%
UMAC vs VYM
+53.5%
+623.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -1.8% |
| 7D | -4.0% | -1.9% | -2.1% | +1.1% |
| 30D | -9.4% | -2.6% | -6.8% | -2.3% |
| 3M | +3.0% | +3.6% | -0.6% | -5.6% |
| 6M | +27.2% | +8.7% | +18.5% | +5.2% |
| YTD | +84.7% | +14.1% | +70.6% | +34.1% |
| 1Y | +136.5% | +17.8% | +118.7% | +62.1% |
| All | +676.6% | +53.5% | +623.1% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling