+200.5%
B vs UL
+102.0%
+98.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +11.3% | +0.3% | +11.1% | +11.3% |
| 30D | +2.9% | +7.0% | -4.0% | +0.7% |
| 3M | -2.9% | +5.8% | -8.7% | -4.7% |
| 6M | -1.2% | +16.1% | -17.3% | -6.5% |
| YTD | -1.3% | +4.5% | -5.8% | -3.4% |
| 1Y | +30.4% | -1.3% | +31.7% | +30.1% |
| 3Y | +195.3% | +35.0% | +160.3% | +164.0% |
| 5Y | +146.2% | +31.9% | +114.3% | +119.4% |
| 10Y | +200.5% | +99.3% | +101.2% | +136.8% |
| All | +200.5% | +102.0% | +98.5% | +136.8% |
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