+34.9%
V vs UMAC
+508.0%
-473.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | -2.9% | +3.3% | -6.2% | -2.9% |
| 30D | +1.9% | -10.4% | +12.3% | +1.9% |
| 3M | +13.2% | +1.8% | +11.5% | +13.1% |
| 6M | +16.7% | +40.7% | -24.0% | +15.8% |
| YTD | +5.4% | +90.9% | -85.5% | +3.9% |
| 1Y | +7.7% | +151.8% | -144.1% | +5.5% |
| All | +34.9% | +508.0% | -473.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling