+118.1%
VSH vs UMAC
+129.0%
-11.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.6% |
| 7D | +4.8% | -3.4% | +8.2% | +5.3% |
| 30D | -0.7% | -15.1% | +14.4% | +1.4% |
| 3M | -43.1% | -10.8% | -32.3% | -43.2% |
| 6M | +91.8% | +15.7% | +76.1% | +74.4% |
| YTD | +131.6% | +80.1% | +51.5% | +93.1% |
| 1Y | +118.1% | +116.7% | +1.4% | +80.8% |
| All | +118.1% | +129.0% | -11.0% | +80.8% |
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 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