+32.8%
NET vs UL
-8.6%
+41.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | -1.3% | -5.6% | -7.6% |
| 30D | -4.8% | +0.5% | -5.3% | -4.6% |
| 3M | +3.8% | +17.6% | -13.8% | +15.7% |
| 6M | +50.0% | -5.4% | +55.4% | +48.1% |
| YTD | +41.5% | +0.7% | +40.8% | +45.3% |
| 1Y | +32.8% | -9.3% | +42.1% | +27.8% |
| All | +32.8% | -8.6% | +41.5% | +27.8% |
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