+2,185.6%
FIX vs UL
+22.5%
+2,163.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +6.1% | -1.3% | +7.4% | +6.1% |
| 30D | -2.7% | +0.9% | -3.6% | -2.7% |
| 3M | -10.9% | +14.2% | -25.2% | -12.3% |
| 6M | +29.0% | -3.2% | +32.2% | +29.9% |
| YTD | +76.9% | -0.3% | +77.2% | +77.6% |
| 1Y | +130.7% | -8.8% | +139.5% | +134.9% |
| 3Y | +790.7% | +23.9% | +766.8% | +720.6% |
| 5Y | +2,185.6% | +21.4% | +2,164.2% | +2,011.4% |
| All | +2,185.6% | +22.5% | +2,163.1% | +2,011.4% |
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