+112.5%
NET vs UL
+23.5%
+89.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | -1.3% | -5.6% | -6.8% |
| 30D | -4.8% | +0.5% | -5.3% | -4.9% |
| 3M | +3.8% | +17.6% | -13.8% | +1.4% |
| 6M | +50.0% | -5.4% | +55.4% | +52.5% |
| YTD | +41.5% | +0.7% | +40.8% | +41.2% |
| 1Y | +32.8% | -9.3% | +42.1% | +36.3% |
| 3Y | +335.9% | +24.5% | +311.3% | +282.7% |
| All | +112.5% | +23.5% | +89.0% | +69.5% |
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