+54.7%
VT vs UMAC
+182.0%
-127.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | +2.4% | -5.2% | +7.6% | +2.5% |
| 30D | -1.5% | -36.4% | +34.9% | -0.5% |
| 3M | -4.1% | -58.6% | +54.5% | -2.3% |
| 6M | +0.6% | -24.6% | +25.2% | +0.4% |
| YTD | +11.0% | -11.5% | +22.5% | +9.9% |
| 1Y | +13.3% | +16.9% | -3.5% | +11.3% |
| All | +54.7% | +182.0% | -127.3% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling