+140.2%
NI vs UL
+66.7%
+73.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | -10.6% | +7.2% | -17.8% | -13.3% |
| 6M | -9.3% | -3.1% | -6.3% | -8.9% |
| YTD | +1.1% | -2.7% | +3.9% | +1.4% |
| 1Y | +3.4% | -10.2% | +13.6% | +6.7% |
| 3Y | +67.9% | +20.3% | +47.6% | +52.3% |
| 5Y | +98.0% | +19.9% | +78.0% | +76.6% |
| All | +140.2% | +66.7% | +73.5% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling