+225.7%
VIK vs UMAC
+1,796.7%
-1,571.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.8% |
| 30D | -18.4% | -15.1% | -3.3% | -18.2% |
| 3M | -8.8% | -10.8% | +2.0% | -9.0% |
| 6M | +17.1% | +15.7% | +1.5% | +14.4% |
| YTD | +19.0% | +80.1% | -61.1% | +13.9% |
| 1Y | +30.1% | +116.7% | -86.6% | +23.1% |
| All | +225.7% | +1,796.7% | -1,571.0% | +182.0% |
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 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