+104.7%
COST vs UL
+18.7%
+86.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.5% | -4.1% | +1.6% | -1.4% |
| 30D | -4.4% | -1.2% | -3.3% | -4.1% |
| 3M | -8.1% | +6.0% | -14.1% | -9.6% |
| 6M | -9.2% | -5.5% | -3.8% | -8.1% |
| YTD | +5.1% | -3.3% | +8.4% | +5.7% |
| 1Y | -5.1% | -9.8% | +4.7% | -2.8% |
| 3Y | +70.4% | +20.1% | +50.2% | +59.9% |
| 5Y | +104.7% | +19.2% | +85.5% | +83.8% |
| All | +104.7% | +18.7% | +86.0% | +83.8% |
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