+303.2%
VIAV vs UMAC
+473.8%
-170.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.7% |
| 7D | +11.2% | -3.4% | +14.6% | +11.3% |
| 30D | -10.1% | -15.1% | +5.0% | -9.8% |
| 3M | -22.9% | -10.8% | -12.1% | -23.1% |
| 6M | +28.8% | +15.7% | +13.1% | +27.0% |
| YTD | +117.5% | +80.1% | +37.3% | +111.4% |
| 1Y | +216.1% | +116.7% | +99.4% | +204.5% |
| All | +303.2% | +473.8% | -170.5% | +271.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling