+29.4%
NDAQ vs UL
+1.7%
+27.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.9% |
| 7D | +3.9% | +4.7% | -0.7% | +3.0% |
| 30D | +19.0% | +11.6% | +7.4% | +16.9% |
| 3M | +17.6% | +5.3% | +12.3% | +16.5% |
| 6M | +21.0% | +16.0% | +4.9% | +19.0% |
| YTD | +14.1% | +5.0% | +9.1% | +9.8% |
| 1Y | +29.4% | +1.1% | +28.3% | +25.5% |
| All | +29.4% | +1.7% | +27.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling