+29.2%
ALL vs UL
+0.7%
+28.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +5.0% | +1.1% | +3.9% | +4.6% |
| 30D | +13.3% | +4.5% | +8.8% | +11.6% |
| 3M | +3.2% | +6.5% | -3.3% | +0.9% |
| 6M | +25.3% | +18.2% | +7.2% | +18.4% |
| YTD | +30.5% | +4.7% | +25.8% | +27.6% |
| 1Y | +29.2% | +0.8% | +28.4% | +27.1% |
| All | +29.2% | +0.7% | +28.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling