+615.0%
F vs UL
+2,661.1%
-2,046.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -1.3% | +6.7% | +5.9% |
| 30D | +4.6% | +0.5% | +4.1% | +4.3% |
| 3M | -3.7% | +17.6% | -21.3% | -10.1% |
| 6M | +16.8% | -5.4% | +22.2% | +18.5% |
| YTD | +15.3% | +0.7% | +14.6% | +14.0% |
| 1Y | +31.0% | -9.3% | +40.3% | +34.7% |
| 3Y | +45.4% | +24.5% | +20.9% | +29.5% |
| 5Y | +54.7% | +23.2% | +31.5% | +35.9% |
| 10Y | +98.2% | +64.5% | +33.7% | +48.9% |
| All | +615.0% | +2,661.1% | -2,046.1% | +82.7% |
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