+948.1%
FIX vs UL
+31.0%
+917.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +8.0% | +5.3% |
| 7D | -17.5% | +1.1% | -18.6% | -17.4% |
| 30D | -41.6% | +8.2% | -49.8% | -41.5% |
| 3M | -40.6% | +4.5% | -45.1% | -40.5% |
| 6M | -49.4% | +12.6% | -61.9% | -49.7% |
| YTD | +9.2% | +3.5% | +5.7% | +9.8% |
| 1Y | +6.5% | -0.4% | +6.9% | +7.6% |
| 3Y | +448.7% | +36.0% | +412.7% | +397.0% |
| All | +948.1% | +31.0% | +917.1% | +847.4% |
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