+181.0%
VLO vs UMAC
+494.0%
-313.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | +5.2% | -0.9% | +6.1% | +5.2% |
| 30D | +22.6% | -7.7% | +30.3% | +22.6% |
| 3M | +43.8% | -26.4% | +70.2% | +44.0% |
| 6M | +65.7% | +61.9% | +3.9% | +63.2% |
| YTD | +131.1% | +86.5% | +44.6% | +126.7% |
| 1Y | +143.6% | +156.3% | -12.7% | +137.9% |
| All | +181.0% | +494.0% | -313.0% | +166.9% |
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