+251.2%
VSAT vs UMAC
+182.0%
+69.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.3% |
| 7D | +5.9% | -5.2% | +11.1% | +6.8% |
| 30D | +9.7% | -36.4% | +46.1% | +16.8% |
| 3M | -18.3% | -58.6% | +40.3% | -8.7% |
| 6M | -4.1% | -24.6% | +20.6% | -2.5% |
| YTD | +96.5% | -11.5% | +108.0% | +94.0% |
| 1Y | +89.3% | +16.9% | +72.4% | +81.5% |
| All | +251.2% | +182.0% | +69.2% | +184.9% |
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 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