+55.0%
VXUS vs UMAC
+182.0%
-127.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | +2.1% | -5.2% | +7.3% | +2.2% |
| 30D | -1.1% | -36.4% | +35.3% | -0.2% |
| 3M | -5.6% | -58.6% | +53.0% | -3.9% |
| 6M | -2.3% | -24.6% | +22.4% | -2.4% |
| YTD | +10.4% | -11.5% | +21.8% | +9.4% |
| 1Y | +13.1% | +16.9% | -3.8% | +11.3% |
| All | +55.0% | +182.0% | -127.0% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling