-100.0%
VIVK vs UMAC
+2.9%
-102.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -10.9% | -16.6% | -25.8% |
| 7D | -68.7% | -26.0% | -42.6% | -66.8% |
| 30D | -90.0% | -40.3% | -49.7% | -89.2% |
| 3M | -98.1% | -51.1% | -46.9% | -97.8% |
| 6M | -99.9% | -5.6% | -94.3% | -99.9% |
| YTD | -99.9% | +2.3% | -102.2% | -99.9% |
| 1Y | -100.0% | +7.9% | -107.9% | -100.0% |
| All | -100.0% | +2.9% | -102.9% | -100.0% |
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