+364.8%
ALL vs UL
+65.2%
+299.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -2.2% | -3.2% | +1.0% | -1.1% |
| 30D | -5.6% | -0.6% | -5.0% | -5.4% |
| 3M | +17.2% | +9.4% | +7.8% | +13.5% |
| 6M | +23.2% | -4.1% | +27.4% | +24.6% |
| YTD | +23.6% | -2.0% | +25.6% | +23.9% |
| 1Y | +29.2% | -9.0% | +38.1% | +32.5% |
| 3Y | +153.8% | +21.8% | +132.0% | +134.2% |
| 5Y | +116.1% | +20.6% | +95.5% | +97.1% |
| 10Y | +364.8% | +67.7% | +297.1% | +313.3% |
| All | +364.8% | +65.2% | +299.6% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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