+325.3%
ASX vs UL
+35.9%
+289.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +9.0% | +5.5% |
| 7D | -19.9% | +1.1% | -21.1% | -19.4% |
| 30D | -30.9% | +8.2% | -39.1% | -28.9% |
| 3M | -15.1% | +4.5% | -19.6% | -13.2% |
| 6M | -6.5% | +12.6% | -19.0% | -2.4% |
| YTD | +98.4% | +3.5% | +94.9% | +106.8% |
| 1Y | +107.9% | -0.4% | +108.3% | +115.8% |
| 3Y | +325.3% | +36.0% | +289.3% | +362.6% |
| All | +325.3% | +35.9% | +289.4% | +362.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling