-39.3%
VG vs UMAC
+72.2%
-111.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | +16.0% | -7.7% | +23.7% | +16.2% |
| 3M | +9.7% | -26.4% | +36.2% | +11.6% |
| 6M | +29.6% | +61.9% | -32.3% | +5.6% |
| YTD | +112.0% | +86.5% | +25.5% | +62.1% |
| 1Y | +12.8% | +156.3% | -143.5% | -23.6% |
| All | -39.3% | +72.2% | -111.5% | -67.0% |
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