+363.0%
NDAQ vs UL
+66.7%
+296.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -5.6% | -3.4% | -2.2% | -4.4% |
| 30D | -4.4% | +0.5% | -4.8% | -4.5% |
| 3M | +5.9% | +7.2% | -1.4% | +3.0% |
| 6M | +7.7% | -3.1% | +10.8% | +8.5% |
| YTD | -5.2% | -2.7% | -2.4% | -5.1% |
| 1Y | -3.4% | -10.2% | +6.9% | -0.4% |
| 3Y | +85.6% | +20.3% | +65.4% | +68.2% |
| 5Y | +49.5% | +19.9% | +29.5% | +33.1% |
| All | +363.0% | +66.7% | +296.4% | +278.9% |
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 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