-20.7%
VFC vs UMAC
+508.0%
-528.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.9% |
| 7D | -2.3% | +3.3% | -5.6% | -2.6% |
| 30D | -13.4% | -10.4% | -3.0% | -13.1% |
| 3M | -23.7% | +1.8% | -25.5% | -24.4% |
| 6M | -24.5% | +40.7% | -65.2% | -27.5% |
| YTD | -27.8% | +90.9% | -118.7% | -32.2% |
| 1Y | -13.5% | +151.8% | -165.2% | -20.3% |
| All | -20.7% | +508.0% | -528.7% | -35.9% |
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