+216.0%
C vs UL
+35.0%
+181.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +4.2% | +0.3% | +3.8% | +4.2% |
| 30D | +2.0% | +3.7% | -1.7% | +2.2% |
| 3M | -10.1% | +5.6% | -15.8% | -9.8% |
| 6M | +1.0% | +17.2% | -16.2% | +2.0% |
| YTD | +8.5% | +3.9% | +4.6% | +8.2% |
| 1Y | +25.7% | 0.0% | +25.8% | +25.4% |
| 3Y | +216.0% | +34.8% | +181.2% | +197.5% |
| All | +216.0% | +35.0% | +181.0% | +197.5% |
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