+55.6%
VTV vs UMAC
+508.0%
-452.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.2% |
| 7D | -0.7% | +3.3% | -3.9% | -0.7% |
| 30D | -0.5% | -10.4% | +9.9% | -0.4% |
| 3M | +5.3% | +1.8% | +3.5% | +5.0% |
| 6M | +12.9% | +40.7% | -27.9% | +11.3% |
| YTD | +18.5% | +90.9% | -72.4% | +16.0% |
| 1Y | +25.3% | +151.8% | -126.5% | +21.8% |
| All | +55.6% | +508.0% | -452.4% | +47.1% |
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