-100.0%
VIVK vs UMAC
+488.3%
-588.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.4% |
| 7D | -9.5% | -4.0% | -5.5% | -9.4% |
| 30D | -35.1% | -9.4% | -25.7% | -35.1% |
| 3M | -93.4% | +3.0% | -96.3% | -93.4% |
| 6M | -98.0% | +27.2% | -125.2% | -98.0% |
| YTD | -97.9% | +84.7% | -182.5% | -97.9% |
| 1Y | -100.0% | +136.5% | -236.4% | -100.0% |
| All | -100.0% | +488.3% | -588.2% | -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 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