+120.6%
VLO vs UMAC
+2.9%
+117.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.9% | +5.1% | -5.5% |
| 7D | -6.0% | -26.0% | +20.1% | -5.4% |
| 30D | -12.9% | -40.3% | +27.4% | -12.0% |
| 3M | +18.3% | -51.1% | +69.5% | +19.9% |
| 6M | +46.4% | -5.6% | +52.1% | +41.7% |
| YTD | +127.7% | +2.3% | +125.5% | +113.9% |
| 1Y | +120.6% | +7.9% | +112.8% | +107.2% |
| All | +120.6% | +2.9% | +117.7% | +107.2% |
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