+3,553.2%
FIX vs UL
+107.7%
+3,445.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -27.8% | +3.7% | -31.5% | -28.8% |
| 3M | -35.6% | +5.6% | -41.2% | -37.0% |
| 6M | -45.2% | +17.2% | -62.5% | -48.7% |
| YTD | +19.5% | +3.9% | +15.6% | +16.2% |
| 1Y | +24.2% | 0.0% | +24.3% | +22.2% |
| 3Y | +494.2% | +34.8% | +459.3% | +399.6% |
| 5Y | +1,036.1% | +32.4% | +1,003.8% | +845.8% |
| All | +3,553.2% | +107.7% | +3,445.5% | +2,790.1% |
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