+207.2%
C vs UL
+107.1%
+100.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.7% | -2.5% | +7.2% | +5.6% |
| 30D | +0.2% | +5.7% | -5.5% | -1.8% |
| 3M | -9.3% | +7.0% | -16.3% | -11.5% |
| 6M | -0.8% | +16.1% | -16.9% | -6.3% |
| YTD | +8.5% | +3.6% | +4.9% | +5.8% |
| 1Y | +23.1% | -1.4% | +24.5% | +22.0% |
| 3Y | +220.8% | +34.1% | +186.7% | +173.7% |
| 5Y | +112.4% | +32.0% | +80.4% | +78.5% |
| All | +207.2% | +107.1% | +100.1% | +148.9% |
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