+7,433.0%
FIX vs UL
+867.4%
+6,565.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.8% | -12.0% |
| 7D | -27.2% | +5.5% | -32.7% | -29.0% |
| 30D | -46.9% | +11.4% | -58.3% | -49.5% |
| 3M | -44.4% | +6.0% | -50.4% | -46.2% |
| 6M | -50.9% | +18.0% | -68.9% | -55.1% |
| YTD | +3.5% | +6.2% | -2.7% | -1.7% |
| 1Y | -2.1% | +1.5% | -3.6% | -5.6% |
| 3Y | +418.7% | +39.8% | +379.0% | +326.4% |
| 5Y | +894.6% | +34.3% | +860.2% | +717.4% |
| 10Y | +3,465.5% | +102.6% | +3,362.9% | +2,315.2% |
| All | +7,433.0% | +867.4% | +6,565.7% | +2,820.8% |
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