+64.9%
VXUS vs UMAC
+549.5%
-484.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.7% | -0.6% |
| 7D | +1.6% | +14.7% | -13.1% | +1.2% |
| 30D | +1.0% | -0.5% | +1.5% | +0.8% |
| 3M | +5.7% | +0.5% | +5.2% | +5.2% |
| 6M | +13.6% | +57.9% | -44.4% | +11.3% |
| YTD | +17.4% | +103.9% | -86.5% | +14.3% |
| 1Y | +25.1% | +159.3% | -134.2% | +20.8% |
| All | +64.9% | +549.5% | -484.6% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling