+3,644.4%
FIX vs UL
+106.3%
+3,538.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -13.9% | +2.6% | -16.5% | -14.6% |
| 30D | -35.5% | +6.8% | -42.3% | -37.0% |
| 3M | -33.9% | +5.7% | -39.7% | -35.4% |
| 6M | -43.3% | +15.9% | -59.2% | -46.7% |
| YTD | +18.7% | +4.3% | +14.4% | +15.3% |
| 1Y | +13.8% | -0.4% | +14.2% | +12.1% |
| 3Y | +495.0% | +35.0% | +460.0% | +400.8% |
| 5Y | +1,049.0% | +31.6% | +1,017.5% | +861.0% |
| 10Y | +3,644.4% | +104.6% | +3,539.8% | +2,883.3% |
| All | +3,644.4% | +106.3% | +3,538.1% | +2,883.3% |
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 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