+34.8%
V vs UMAC
+488.3%
-453.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -3.0% | -4.0% | +1.0% | -3.0% |
| 30D | +1.2% | -9.4% | +10.6% | +1.2% |
| 3M | +13.9% | +3.0% | +10.9% | +13.7% |
| 6M | +17.2% | +27.2% | -9.9% | +16.4% |
| YTD | +5.3% | +84.7% | -79.4% | +3.9% |
| 1Y | +9.5% | +136.5% | -127.0% | +7.3% |
| All | +34.8% | +488.3% | -453.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling