+63.0%
VEA vs UMAC
+488.3%
-425.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -2.1% | -4.0% | +1.9% | -2.0% |
| 30D | -1.1% | -9.4% | +8.3% | -1.0% |
| 3M | +5.1% | +3.0% | +2.1% | +4.6% |
| 6M | +9.8% | +27.2% | -17.4% | +8.1% |
| YTD | +15.9% | +84.7% | -68.8% | +13.1% |
| 1Y | +24.6% | +136.5% | -111.9% | +20.7% |
| All | +63.0% | +488.3% | -425.2% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling