+86.4%
F vs UL
+65.6%
+20.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | +1.2% | +0.9% | +0.3% | +0.9% |
| 3M | -5.7% | +14.2% | -19.9% | -9.8% |
| 6M | +17.9% | -3.2% | +21.1% | +18.6% |
| YTD | +10.4% | -0.3% | +10.7% | +10.1% |
| 1Y | +25.3% | -8.8% | +34.1% | +28.3% |
| 3Y | +37.5% | +23.9% | +13.6% | +25.1% |
| 5Y | +46.5% | +21.4% | +25.2% | +32.3% |
| 10Y | +86.4% | +66.7% | +19.7% | +60.6% |
| All | +86.4% | +65.6% | +20.8% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling