+112.4%
VTR vs UMAC
+473.8%
-361.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -0.3% | -3.4% | +3.1% | -0.3% |
| 30D | +1.1% | -15.1% | +16.2% | +1.1% |
| 3M | +7.9% | -10.8% | +18.7% | +8.0% |
| 6M | +6.2% | +15.7% | -9.5% | +6.3% |
| YTD | +17.7% | +80.1% | -62.4% | +17.8% |
| 1Y | +32.9% | +116.7% | -83.8% | +32.8% |
| All | +112.4% | +473.8% | -361.3% | +107.6% |
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