+153.0%
VLO vs UMAC
+129.0%
+24.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.4% |
| 7D | +5.3% | -3.4% | +8.7% | +5.4% |
| 30D | +18.2% | -15.1% | +33.3% | +18.6% |
| 3M | +53.3% | -10.8% | +64.1% | +53.1% |
| 6M | +70.4% | +15.7% | +54.8% | +66.2% |
| YTD | +143.4% | +80.1% | +63.2% | +127.3% |
| 1Y | +153.0% | +116.7% | +36.3% | +140.6% |
| All | +153.0% | +129.0% | +24.0% | +140.6% |
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