+249.0%
VST vs UMAC
+549.5%
-300.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +1.1% |
| 7D | +9.9% | +14.7% | -4.8% | +9.0% |
| 30D | +7.9% | -0.5% | +8.4% | +7.6% |
| 3M | +3.4% | +0.5% | +2.9% | +2.3% |
| 6M | -4.1% | +57.9% | -62.0% | -8.9% |
| YTD | -5.7% | +103.9% | -109.6% | -12.1% |
| 1Y | -18.9% | +159.3% | -178.2% | -25.7% |
| All | +249.0% | +549.5% | -300.5% | +223.5% |
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