+190.2%
VLO vs UMAC
+549.5%
-359.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.3% | -6.1% | +3.1% |
| 7D | +5.8% | +14.7% | -8.9% | +5.6% |
| 30D | +28.3% | -0.5% | +28.8% | +28.2% |
| 3M | +48.7% | +0.5% | +48.2% | +48.3% |
| 6M | +71.9% | +57.9% | +14.0% | +69.4% |
| YTD | +138.7% | +103.9% | +34.7% | +133.8% |
| 1Y | +148.5% | +159.3% | -10.8% | +142.4% |
| All | +190.2% | +549.5% | -359.3% | +175.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling