+21.9%
FIX vs UL
-2.4%
+24.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +4.4% |
| 7D | +6.4% | -1.7% | +8.1% | +5.4% |
| 30D | -29.1% | +4.5% | -33.6% | -26.7% |
| 3M | -31.1% | +5.5% | -36.6% | -28.3% |
| 6M | -42.8% | +17.0% | -59.8% | -39.1% |
| YTD | +24.6% | +3.2% | +21.5% | +37.1% |
| 1Y | +21.9% | -1.9% | +23.8% | +35.5% |
| All | +21.9% | -2.4% | +24.3% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling