+113.5%
VTR vs UMAC
+488.3%
-374.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | -1.8% | -4.0% | +2.2% | -1.8% |
| 30D | +4.0% | -9.4% | +13.4% | +4.0% |
| 3M | +7.8% | +3.0% | +4.9% | +8.0% |
| 6M | +6.4% | +27.2% | -20.8% | +6.5% |
| YTD | +18.3% | +84.7% | -66.4% | +18.4% |
| 1Y | +33.9% | +136.5% | -102.5% | +33.8% |
| All | +113.5% | +488.3% | -374.7% | +108.6% |
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 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