+20.5%
EXC vs UL
+26.1%
-5.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -3.7% | +0.5% | -4.2% | -3.9% |
| 3M | -1.3% | +17.6% | -18.9% | -6.5% |
| 6M | -9.7% | -5.4% | -4.3% | -8.0% |
| YTD | +2.9% | +0.7% | +2.2% | +2.3% |
| 1Y | +4.4% | -9.3% | +13.6% | +8.0% |
| All | +20.5% | +26.1% | -5.7% | +10.0% |
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