+38.4%
VFC vs UMAC
+8.8%
+29.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +3.5% |
| 7D | +1.6% | -5.2% | +6.8% | +1.9% |
| 30D | +25.5% | -36.4% | +61.9% | +28.0% |
| 3M | +41.3% | -58.6% | +99.9% | +47.2% |
| 6M | +22.2% | -24.6% | +46.9% | +21.1% |
| YTD | +16.4% | -11.5% | +27.9% | +10.9% |
| 1Y | +38.4% | +16.9% | +21.5% | +28.8% |
| All | +38.4% | +8.8% | +29.6% | +28.8% |
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