+187.6%
VST vs UMAC
+197.5%
-9.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.8% | -0.3% | +9.8% |
| 7D | -9.8% | -23.4% | +13.6% | -8.3% |
| 30D | -25.1% | -45.6% | +20.5% | -22.3% |
| 3M | -11.6% | -50.9% | +39.3% | -8.1% |
| 6M | -20.9% | -16.5% | -4.4% | -21.6% |
| YTD | -22.3% | -6.6% | -15.7% | -24.2% |
| 1Y | -32.0% | +10.7% | -42.7% | -34.5% |
| All | +187.6% | +197.5% | -9.9% | +179.0% |
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