-38.0%
VG vs UMAC
+88.3%
-126.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +0.9% |
| 7D | -2.5% | +14.7% | -17.2% | -4.4% |
| 30D | +11.1% | -0.5% | +11.6% | +10.3% |
| 3M | +14.9% | +0.5% | +14.4% | +11.6% |
| 6M | +18.4% | +57.9% | -39.6% | -2.1% |
| YTD | +116.6% | +103.9% | +12.7% | +63.5% |
| 1Y | +9.4% | +159.3% | -149.9% | -25.3% |
| All | -38.0% | +88.3% | -126.3% | -66.7% |
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