+70.5%
NDAQ vs UL
+31.7%
+38.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | +17.5% | +6.8% | +10.7% | +15.6% |
| 3M | +15.4% | +5.7% | +9.7% | +13.8% |
| 6M | +24.6% | +15.9% | +8.7% | +20.0% |
| YTD | +14.4% | +4.3% | +10.2% | +12.4% |
| 1Y | +26.9% | -0.4% | +27.4% | +26.1% |
| 3Y | +119.8% | +35.0% | +84.9% | +99.2% |
| 5Y | +70.5% | +31.6% | +38.9% | +50.4% |
| All | +70.5% | +31.7% | +38.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling