+105.9%
C vs UL
+31.0%
+75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -6.0% | +8.2% | -14.2% | -7.0% |
| 3M | -10.5% | +4.5% | -15.1% | -11.1% |
| 6M | -5.7% | +12.6% | -18.3% | -7.4% |
| YTD | +4.1% | +3.5% | +0.6% | +3.0% |
| 1Y | +20.5% | -0.4% | +20.9% | +20.0% |
| 3Y | +208.1% | +36.0% | +172.1% | +177.7% |
| All | +105.9% | +31.0% | +75.0% | +82.2% |
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