+47.6%
EXC vs UL
+23.5%
+24.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | -3.7% | +0.5% | -4.2% | -3.9% |
| 3M | -1.3% | +17.6% | -18.9% | -5.7% |
| 6M | -9.7% | -5.4% | -4.3% | -8.6% |
| YTD | +2.9% | +0.7% | +2.2% | +2.3% |
| 1Y | +4.4% | -9.3% | +13.6% | +6.7% |
| 3Y | +22.2% | +24.5% | -2.3% | +15.1% |
| All | +47.6% | +23.5% | +24.1% | +36.8% |
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