+3,604.4%
FIX vs UL
+107.1%
+3,497.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +17.0% | -2.5% | +19.5% | +17.6% |
| 30D | -30.6% | +5.7% | -36.3% | -32.0% |
| 3M | -35.0% | +7.0% | -42.0% | -36.7% |
| 6M | -44.0% | +16.1% | -60.0% | -47.4% |
| YTD | +21.1% | +3.6% | +17.6% | +17.9% |
| 1Y | +16.3% | -1.4% | +17.6% | +14.9% |
| 3Y | +507.4% | +34.1% | +473.3% | +411.8% |
| 5Y | +1,052.1% | +32.0% | +1,020.1% | +859.6% |
| All | +3,604.4% | +107.1% | +3,497.3% | +2,832.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling