+7,843.3%
FIX vs UL
+842.9%
+7,000.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +8.0% | +6.4% |
| 7D | -17.5% | +1.1% | -18.6% | -18.2% |
| 30D | -41.6% | +8.2% | -49.8% | -43.8% |
| 3M | -40.6% | +4.5% | -45.1% | -42.3% |
| 6M | -49.4% | +12.6% | -61.9% | -52.9% |
| YTD | +9.2% | +3.5% | +5.7% | +4.6% |
| 1Y | +6.5% | -0.4% | +6.9% | +3.3% |
| 3Y | +448.7% | +36.0% | +412.7% | +355.3% |
| 5Y | +948.7% | +30.9% | +917.8% | +769.5% |
| 10Y | +3,659.7% | +97.5% | +3,562.2% | +2,469.2% |
| All | +7,843.3% | +842.9% | +7,000.4% | +3,006.9% |
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