+56.8%
VWO vs UMAC
+488.3%
-431.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -1.7% | -4.0% | +2.3% | -1.6% |
| 30D | -0.3% | -9.4% | +9.1% | -0.2% |
| 3M | +4.0% | +3.0% | +1.0% | +3.4% |
| 6M | +8.1% | +27.2% | -19.1% | +6.4% |
| YTD | +11.6% | +84.7% | -73.1% | +8.8% |
| 1Y | +16.2% | +136.5% | -120.3% | +12.5% |
| All | +56.8% | +488.3% | -431.4% | +47.6% |
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