+2,340.5%
EXC vs UL
+2,661.1%
-320.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 6M | -9.7% | -5.4% | -4.3% | -8.6% |
| YTD | +2.9% | +0.7% | +2.2% | +2.0% |
| 1Y | +4.4% | -9.3% | +13.6% | +6.8% |
| 3Y | +22.2% | +24.5% | -2.3% | +12.7% |
| 5Y | +46.7% | +23.2% | +23.5% | +33.7% |
| 10Y | +155.3% | +64.5% | +90.9% | +112.2% |
| All | +2,340.5% | +2,661.1% | -320.5% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling