+13.8%
FIX vs UL
-0.7%
+14.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.8% |
| 7D | -13.9% | +2.6% | -16.5% | -12.2% |
| 30D | -35.5% | +6.8% | -42.3% | -32.6% |
| 3M | -33.9% | +5.7% | -39.7% | -31.0% |
| 6M | -43.3% | +15.9% | -59.2% | -39.1% |
| YTD | +18.7% | +4.3% | +14.4% | +31.3% |
| 1Y | +13.8% | -0.4% | +14.2% | +26.9% |
| All | +13.8% | -0.7% | +14.5% | +26.9% |
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