+12,471.5%
FIX vs UL
+817.2%
+11,654.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -1.3% | +7.4% | +6.6% |
| 30D | -7.2% | +0.5% | -7.7% | -7.6% |
| 3M | -15.9% | +17.6% | -33.5% | -22.2% |
| 6M | +12.7% | -5.4% | +18.1% | +13.3% |
| YTD | +72.8% | +0.7% | +72.1% | +69.0% |
| 1Y | +122.9% | -9.3% | +132.1% | +126.4% |
| 3Y | +774.3% | +24.5% | +749.8% | +658.8% |
| 5Y | +2,049.5% | +23.2% | +2,026.3% | +1,745.7% |
| 10Y | +5,821.5% | +64.5% | +5,757.0% | +4,302.5% |
| All | +12,471.5% | +817.2% | +11,654.3% | +4,920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling