+1,381.0%
NET vs UL
+24.0%
+1,357.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -3.2% |
| 7D | -16.4% | +4.7% | -21.0% | -17.2% |
| 30D | -25.8% | +11.6% | -37.4% | -27.9% |
| 3M | -11.5% | +5.3% | -16.8% | -12.8% |
| 6M | +18.9% | +16.0% | +2.9% | +14.0% |
| YTD | +35.2% | +5.0% | +30.2% | +32.3% |
| 1Y | +14.5% | +1.1% | +13.3% | +13.1% |
| 3Y | +313.8% | +38.1% | +275.7% | +248.8% |
| 5Y | +32.6% | +32.7% | -0.2% | +11.4% |
| All | +1,381.0% | +24.0% | +1,357.0% | +1,073.2% |
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 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