+54.2%
VSH vs UMAC
+508.0%
-453.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +1.3% |
| 7D | +3.5% | +3.3% | +0.3% | +3.1% |
| 30D | -4.4% | -10.4% | +6.0% | -3.8% |
| 3M | -45.8% | +1.8% | -47.6% | -46.4% |
| 6M | +90.1% | +40.7% | +49.4% | +80.0% |
| YTD | +120.3% | +90.9% | +29.4% | +102.8% |
| 1Y | +112.2% | +151.8% | -39.5% | +90.2% |
| All | +54.2% | +508.0% | -453.8% | +24.8% |
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