+286.5%
C vs UL
+65.6%
+221.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +1.3% | +0.9% | +0.4% | +0.9% |
| 3M | +3.1% | +14.2% | -11.1% | -1.8% |
| 6M | +29.6% | -3.2% | +32.8% | +30.2% |
| YTD | +19.0% | -0.3% | +19.3% | +17.7% |
| 1Y | +45.6% | -8.8% | +54.4% | +48.5% |
| 3Y | +269.3% | +23.9% | +245.4% | +226.0% |
| 5Y | +131.6% | +21.4% | +110.2% | +102.5% |
| 10Y | +286.5% | +66.7% | +219.9% | +238.9% |
| All | +286.5% | +65.6% | +221.0% | +238.9% |
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