+197.2%
VIAV vs UMAC
+164.0%
+33.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.7% | +3.9% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | -10.4% | -7.7% | -2.7% | -10.3% |
| 3M | -34.5% | -26.4% | -8.0% | -35.0% |
| 6M | +7.0% | +61.9% | -54.9% | +3.4% |
| YTD | +95.6% | +86.5% | +9.1% | +85.4% |
| 1Y | +197.2% | +156.3% | +40.9% | +167.4% |
| All | +197.2% | +164.0% | +33.2% | +167.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling