+79.8%
VSAT vs UMAC
+2.9%
+76.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -10.9% | -0.4% | -8.0% |
| 7D | -14.7% | -26.0% | +11.4% | -6.9% |
| 30D | -4.3% | -40.3% | +36.0% | +11.0% |
| 3M | -22.5% | -51.1% | +28.7% | -7.3% |
| 6M | +4.7% | -5.6% | +10.3% | -5.4% |
| YTD | +93.8% | +2.3% | +91.5% | +55.3% |
| 1Y | +79.8% | +7.9% | +72.0% | +37.9% |
| All | +79.8% | +2.9% | +76.9% | +37.9% |
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 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