-17.4%
VFC vs UMAC
+494.0%
-511.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -11.6% | -7.7% | -4.0% | -11.5% |
| 3M | -18.1% | -26.4% | +8.3% | -17.6% |
| 6M | -27.4% | +61.9% | -89.2% | -30.7% |
| YTD | -24.8% | +86.5% | -111.3% | -29.3% |
| 1Y | -8.2% | +156.3% | -164.5% | -15.5% |
| All | -17.4% | +494.0% | -511.4% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling