-38.7%
NOW vs UL
+1.7%
-40.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | -27.5% | +4.7% | -32.2% | -27.6% |
| 30D | -20.0% | +11.6% | -31.6% | -20.4% |
| 3M | -7.9% | +5.3% | -13.2% | -8.3% |
| 6M | +18.3% | +16.0% | +2.3% | +20.2% |
| YTD | -29.0% | +5.0% | -33.9% | -31.2% |
| 1Y | -38.7% | +1.1% | -39.8% | -40.5% |
| All | -38.7% | +1.7% | -40.4% | -40.5% |
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 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