+448.7%
FIX vs UL
+35.9%
+412.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +8.0% | +4.3% |
| 7D | -17.5% | +1.1% | -18.6% | -16.7% |
| 30D | -41.6% | +8.2% | -49.8% | -39.4% |
| 3M | -40.6% | +4.5% | -45.1% | -38.9% |
| 6M | -49.4% | +12.6% | -61.9% | -46.5% |
| YTD | +9.2% | +3.5% | +5.7% | +14.2% |
| 1Y | +6.5% | -0.4% | +6.9% | +10.7% |
| 3Y | +448.7% | +36.0% | +412.7% | +462.3% |
| All | +448.7% | +35.9% | +412.8% | +462.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling