+53.9%
F vs UL
+23.5%
+30.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -1.3% | +6.7% | +5.7% |
| 30D | +4.6% | +0.5% | +4.1% | +4.4% |
| 3M | -3.7% | +17.6% | -21.3% | -7.6% |
| 6M | +16.8% | -5.4% | +22.2% | +18.3% |
| YTD | +15.3% | +0.7% | +14.6% | +15.0% |
| 1Y | +31.0% | -9.3% | +40.3% | +34.1% |
| 3Y | +45.4% | +24.5% | +20.9% | +33.8% |
| All | +53.9% | +23.5% | +30.4% | +40.4% |
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