+3,553.2%
FIX vs UL
+109.3%
+3,443.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +9.4% | +1.1% | +8.3% | +9.1% |
| 30D | -27.8% | +4.5% | -32.3% | -28.9% |
| 3M | -35.6% | +6.5% | -42.0% | -37.1% |
| 6M | -45.2% | +18.2% | -63.4% | -48.8% |
| YTD | +19.5% | +4.7% | +14.8% | +15.9% |
| 1Y | +24.2% | +0.8% | +23.5% | +21.9% |
| 3Y | +494.2% | +35.9% | +458.3% | +398.7% |
| 5Y | +1,036.1% | +33.4% | +1,002.7% | +844.0% |
| All | +3,553.2% | +109.3% | +3,443.9% | +2,784.7% |
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 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