+237.5%
VIK vs UMAC
+2,047.1%
-1,809.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.7% | +2.3% |
| 7D | +3.6% | +14.7% | -11.1% | +3.1% |
| 30D | -16.7% | -0.5% | -16.2% | -16.9% |
| 3M | -1.1% | +0.5% | -1.6% | -1.8% |
| 6M | +27.8% | +57.9% | -30.1% | +23.5% |
| YTD | +23.3% | +103.9% | -80.6% | +17.5% |
| 1Y | +38.2% | +159.3% | -121.1% | +29.9% |
| All | +237.5% | +2,047.1% | -1,809.6% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling