+284.8%
VSAT vs UMAC
+488.3%
-203.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +2.9% |
| 7D | +3.4% | -4.0% | +7.4% | +3.9% |
| 30D | -12.2% | -9.4% | -2.8% | -11.7% |
| 3M | +20.6% | +3.0% | +17.6% | +18.7% |
| 6M | +60.2% | +27.2% | +33.0% | +49.6% |
| YTD | +115.3% | +84.7% | +30.6% | +92.6% |
| 1Y | +154.6% | +136.5% | +18.1% | +121.2% |
| All | +284.8% | +488.3% | -203.5% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling