+52.7%
VSH vs UMAC
+488.3%
-435.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +3.1% | -4.0% | +7.1% | +3.4% |
| 30D | -5.7% | -9.4% | +3.7% | -5.2% |
| 3M | -42.5% | +3.0% | -45.4% | -43.1% |
| 6M | +82.7% | +27.2% | +55.5% | +74.4% |
| YTD | +118.2% | +84.7% | +33.5% | +101.5% |
| 1Y | +109.7% | +136.5% | -26.8% | +88.9% |
| All | +52.7% | +488.3% | -435.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling