+780.7%
GOOG vs UL
+66.7%
+714.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | 0.0% | -3.4% | +3.4% | +1.1% |
| 30D | -2.0% | +0.5% | -2.4% | -2.1% |
| 3M | -5.9% | +7.2% | -13.1% | -8.2% |
| 6M | +8.9% | -3.1% | +12.0% | +9.5% |
| YTD | +7.1% | -2.7% | +9.8% | +7.3% |
| 1Y | +39.7% | -10.2% | +49.9% | +43.3% |
| 3Y | +145.8% | +20.3% | +125.6% | +122.0% |
| 5Y | +138.6% | +19.9% | +118.7% | +111.6% |
| All | +780.7% | +66.7% | +714.0% | +623.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling