-13.0%
VFC vs UMAC
+129.0%
-142.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.8% | +4.5% |
| 7D | -1.4% | -3.4% | +2.0% | -1.2% |
| 30D | -9.0% | -15.1% | +6.1% | -8.3% |
| 3M | -24.2% | -10.8% | -13.4% | -24.3% |
| 6M | -18.5% | +15.7% | -34.2% | -21.8% |
| YTD | -25.9% | +80.1% | -106.0% | -32.0% |
| 1Y | -13.0% | +116.7% | -129.7% | -15.7% |
| All | -13.0% | +129.0% | -142.0% | -15.7% |
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 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