-22.5%
VFC vs UMAC
+488.3%
-510.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -4.0% | -4.0% | 0.0% | -3.8% |
| 30D | -14.6% | -9.4% | -5.2% | -14.4% |
| 3M | -23.1% | +3.0% | -26.1% | -23.8% |
| 6M | -25.2% | +27.2% | -52.4% | -27.9% |
| YTD | -29.5% | +84.7% | -114.2% | -33.6% |
| 1Y | -14.4% | +136.5% | -150.9% | -21.0% |
| All | -22.5% | +488.3% | -510.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling