+1,449.6%
NET vs UL
+19.0%
+1,430.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | -1.3% | -5.6% | -6.7% |
| 30D | -4.8% | +0.5% | -5.3% | -4.9% |
| 3M | +3.8% | +17.6% | -13.8% | -0.6% |
| 6M | +50.0% | -5.4% | +55.4% | +52.0% |
| YTD | +41.5% | +0.7% | +40.8% | +40.1% |
| 1Y | +32.8% | -9.3% | +42.1% | +35.7% |
| 3Y | +335.9% | +24.5% | +311.3% | +282.4% |
| 5Y | +113.8% | +23.2% | +90.6% | +84.2% |
| All | +1,449.6% | +19.0% | +1,430.6% | +1,142.2% |
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