+2,658.0%
NDAQ vs UL
+559.9%
+2,098.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | +16.3% | +4.5% | +11.8% | +13.8% |
| 3M | +15.8% | +5.5% | +10.4% | +12.7% |
| 6M | +24.8% | +17.0% | +7.8% | +14.9% |
| YTD | +14.1% | +3.2% | +10.9% | +10.7% |
| 1Y | +26.5% | -1.9% | +28.4% | +25.6% |
| 3Y | +119.1% | +33.6% | +85.6% | +83.0% |
| 5Y | +70.9% | +31.5% | +39.4% | +39.9% |
| 10Y | +479.7% | +103.9% | +375.8% | +258.0% |
| All | +2,658.0% | +559.9% | +2,098.1% | +905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling