-49.4%
VG vs UMAC
-8.8%
-40.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.6% | +8.3% | +2.6% |
| 7D | -7.7% | -13.9% | +6.2% | -6.1% |
| 30D | -8.8% | -39.6% | +30.7% | -3.0% |
| 3M | -15.6% | -53.6% | +38.0% | -8.2% |
| 6M | +5.2% | -6.2% | +11.4% | -6.1% |
| YTD | +76.9% | -1.2% | +78.1% | +45.7% |
| 1Y | +42.5% | +9.7% | +32.8% | +12.8% |
| All | -49.4% | -8.8% | -40.6% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling