+59.7%
VIK vs UMAC
+2.9%
+56.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.9% | +17.1% | +6.5% |
| 7D | +5.4% | -26.0% | +31.4% | +6.2% |
| 30D | +12.5% | -40.3% | +52.8% | +14.0% |
| 3M | -15.2% | -51.1% | +35.9% | -13.8% |
| 6M | +15.4% | -5.6% | +21.0% | +13.5% |
| YTD | +27.7% | +2.3% | +25.4% | +22.5% |
| 1Y | +59.7% | +7.9% | +51.9% | +52.0% |
| All | +59.7% | +2.9% | +56.8% | +52.0% |
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 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