+130.7%
C vs UL
+23.5%
+107.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | -1.3% | +5.0% | +3.8% |
| 30D | +0.1% | +0.5% | -0.4% | 0.0% |
| 3M | +2.4% | +17.6% | -15.2% | 0.0% |
| 6M | +24.9% | -5.4% | +30.3% | +25.9% |
| YTD | +19.8% | +0.7% | +19.1% | +19.0% |
| 1Y | +44.9% | -9.3% | +54.1% | +46.8% |
| 3Y | +263.0% | +24.5% | +238.4% | +234.7% |
| All | +130.7% | +23.5% | +107.2% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling