+54.7%
VSH vs UMAC
+494.0%
-439.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +4.7% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | -4.2% | -7.7% | +3.5% | -3.8% |
| 3M | -50.0% | -26.4% | -23.5% | -49.1% |
| 6M | +80.2% | +61.9% | +18.3% | +69.1% |
| YTD | +121.1% | +86.5% | +34.6% | +104.1% |
| 1Y | +112.0% | +156.3% | -44.3% | +90.1% |
| All | +54.7% | +494.0% | -439.3% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling