+55.6%
VFC vs UMAC
+2.9%
+52.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -10.9% | +15.3% | +5.0% |
| 7D | +21.5% | -26.0% | +47.5% | +23.2% |
| 30D | +46.7% | -40.3% | +87.0% | +50.5% |
| 3M | +38.4% | -51.1% | +89.5% | +43.0% |
| 6M | +15.2% | -5.6% | +20.9% | +13.0% |
| YTD | +17.8% | +2.3% | +15.5% | +11.9% |
| 1Y | +55.6% | +7.9% | +47.7% | +48.0% |
| All | +55.6% | +2.9% | +52.6% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling