+19.6%
XLV vs UMAC
+473.8%
-454.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -3.6% | -3.4% | -0.1% | -3.5% |
| 30D | -1.8% | -15.1% | +13.3% | -1.8% |
| 3M | +7.8% | -10.8% | +18.6% | +7.7% |
| 6M | +9.1% | +15.7% | -6.6% | +8.3% |
| YTD | +7.7% | +80.1% | -72.4% | +6.2% |
| 1Y | +20.4% | +116.7% | -96.3% | +18.1% |
| All | +19.6% | +473.8% | -454.1% | +11.7% |
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