+1,051.1%
FIX vs UL
+31.7%
+1,019.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | +16.9% | -2.5% | +19.4% | +16.7% |
| 30D | -30.6% | +5.7% | -36.3% | -30.6% |
| 3M | -35.1% | +7.0% | -42.1% | -35.1% |
| 6M | -44.0% | +16.1% | -60.1% | -44.6% |
| YTD | +21.0% | +3.6% | +17.5% | +21.7% |
| 1Y | +16.2% | -1.4% | +17.5% | +17.6% |
| 3Y | +506.9% | +34.1% | +472.8% | +452.4% |
| 5Y | +1,051.1% | +32.0% | +1,019.1% | +935.7% |
| All | +1,051.1% | +31.7% | +1,019.4% | +935.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling