-100.0%
VIVK vs UMAC
+473.8%
-573.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.5% | -4.9% | -7.4% |
| 7D | -4.4% | -3.4% | -1.0% | -4.3% |
| 30D | -40.8% | -15.1% | -25.7% | -40.8% |
| 3M | -94.1% | -10.8% | -83.4% | -94.1% |
| 6M | -98.2% | +15.7% | -113.9% | -98.2% |
| YTD | -98.0% | +80.1% | -178.2% | -98.0% |
| 1Y | -100.0% | +116.7% | -216.7% | -100.0% |
| All | -100.0% | +473.8% | -573.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling