+36.0%
VIK vs UMAC
+164.0%
-128.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.4% |
| 7D | -3.0% | -0.9% | -2.1% | -3.0% |
| 30D | -20.7% | -7.7% | -13.1% | -20.7% |
| 3M | -4.6% | -26.4% | +21.8% | -4.4% |
| 6M | +14.0% | +61.9% | -47.9% | +8.3% |
| YTD | +20.2% | +86.5% | -66.3% | +11.5% |
| 1Y | +36.0% | +156.3% | -120.3% | +21.2% |
| All | +36.0% | +164.0% | -128.0% | +21.2% |
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