+14.5%
NET vs UL
+1.7%
+12.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -0.9% |
| 7D | -16.4% | +4.7% | -21.0% | -14.2% |
| 30D | -25.8% | +11.6% | -37.4% | -21.8% |
| 3M | -11.5% | +5.3% | -16.8% | -9.0% |
| 6M | +18.9% | +16.0% | +2.9% | +30.5% |
| YTD | +35.2% | +5.0% | +30.2% | +41.6% |
| 1Y | +14.5% | +1.1% | +13.3% | +18.2% |
| All | +14.5% | +1.7% | +12.8% | +18.2% |
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