+208.6%
VST vs UMAC
+237.0%
-28.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.3% | -6.0% | +6.4% |
| 7D | -0.5% | -5.5% | +5.0% | -0.1% |
| 30D | -17.1% | -35.3% | +18.2% | -14.9% |
| 3M | -4.6% | -48.4% | +43.8% | -1.3% |
| 6M | -9.1% | +0.4% | -9.5% | -10.8% |
| YTD | -16.6% | +5.8% | -22.4% | -19.3% |
| 1Y | -29.5% | +27.3% | -56.8% | -32.6% |
| All | +208.6% | +237.0% | -28.4% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling