+14.4%
FIX vs UL
+1.7%
+12.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.3% | -18.3% | -13.1% |
| 7D | -18.9% | +4.7% | -23.6% | -16.3% |
| 30D | -36.3% | +11.6% | -47.9% | -32.2% |
| 3M | -38.5% | +5.3% | -43.8% | -35.8% |
| 6M | -42.3% | +16.0% | -58.3% | -37.8% |
| YTD | +17.1% | +5.0% | +12.1% | +29.7% |
| 1Y | +14.4% | +1.1% | +13.3% | +28.3% |
| All | +14.4% | +1.7% | +12.7% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling