+508.4%
F vs UL
+2,738.5%
-2,230.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +1.6% | +1.1% | +0.4% | +1.1% |
| 30D | +2.6% | +8.2% | -5.6% | -0.6% |
| 3M | -8.8% | +4.5% | -13.4% | -10.5% |
| 6M | +4.6% | +12.6% | -7.9% | -0.9% |
| YTD | -1.9% | +3.5% | -5.4% | -4.1% |
| 1Y | -0.8% | -0.4% | -0.3% | -1.7% |
| 3Y | +43.5% | +36.0% | +7.5% | +23.1% |
| 5Y | -12.1% | +30.9% | -43.0% | -24.7% |
| 10Y | +83.6% | +97.5% | -13.9% | +27.7% |
| All | +508.4% | +2,738.5% | -2,230.1% | +53.6% |
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 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