-1.6%
NDAQ vs UL
-10.0%
+8.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | -6.8% | -4.1% | -2.7% | -6.2% |
| 30D | -3.2% | -1.2% | -2.0% | -3.0% |
| 3M | +6.5% | +6.0% | +0.5% | +6.0% |
| 6M | +5.7% | -5.5% | +11.2% | +5.2% |
| YTD | -4.6% | -3.3% | -1.3% | -6.7% |
| 1Y | -1.6% | -9.8% | +8.2% | +3.6% |
| All | -1.6% | -10.0% | +8.4% | +3.6% |
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