+5,831.7%
FIX vs UL
+65.1%
+5,766.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -1.3% | +7.4% | +6.4% |
| 30D | -7.2% | +0.5% | -7.7% | -7.5% |
| 3M | -15.9% | +17.6% | -33.5% | -20.8% |
| 6M | +12.7% | -5.4% | +18.1% | +13.8% |
| YTD | +72.8% | +0.7% | +72.1% | +70.5% |
| 1Y | +122.9% | -9.3% | +132.1% | +127.5% |
| 3Y | +774.3% | +24.5% | +749.8% | +665.9% |
| 5Y | +2,049.5% | +23.2% | +2,026.3% | +1,764.0% |
| All | +5,831.7% | +65.1% | +5,766.7% | +4,647.1% |
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