+507.9%
F vs UL
+2,758.7%
-2,250.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.0% | +2.6% | -1.6% | 0.0% |
| 30D | +2.1% | +6.8% | -4.6% | -0.6% |
| 3M | -10.3% | +5.7% | -16.0% | -12.4% |
| 6M | +3.3% | +15.9% | -12.6% | -3.3% |
| YTD | -2.0% | +4.3% | -6.2% | -4.5% |
| 1Y | -2.3% | -0.4% | -1.9% | -3.2% |
| 3Y | +49.9% | +35.0% | +14.9% | +29.0% |
| 5Y | -12.5% | +31.6% | -44.1% | -25.2% |
| 10Y | +74.3% | +104.6% | -30.4% | +19.5% |
| All | +507.9% | +2,758.7% | -2,250.9% | +53.0% |
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 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