+243.5%
VST vs UMAC
+494.0%
-250.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +3.7% |
| 7D | +8.9% | -0.9% | +9.8% | +8.9% |
| 30D | +6.2% | -7.7% | +13.9% | +6.3% |
| 3M | -2.7% | -26.4% | +23.7% | -2.1% |
| 6M | -8.4% | +61.9% | -70.2% | -13.0% |
| YTD | -7.2% | +86.5% | -93.7% | -13.0% |
| 1Y | -20.9% | +156.3% | -177.2% | -27.5% |
| All | +243.5% | +494.0% | -250.5% | +220.0% |
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 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