+719.1%
B vs UL
+2,738.5%
-2,019.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.2% |
| 7D | +9.6% | +1.1% | +8.5% | +9.3% |
| 30D | +3.5% | +8.2% | -4.7% | +1.4% |
| 3M | -1.6% | +4.5% | -6.1% | -2.8% |
| 6M | -1.7% | +12.6% | -14.2% | -5.1% |
| YTD | -5.3% | +3.5% | -8.9% | -6.8% |
| 1Y | +27.2% | -0.4% | +27.6% | +26.4% |
| 3Y | +166.1% | +36.0% | +130.1% | +143.9% |
| 5Y | +136.5% | +30.9% | +105.6% | +117.2% |
| 10Y | +172.2% | +97.5% | +74.7% | +123.6% |
| All | +719.1% | +2,738.5% | -2,019.4% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling