+504.6%
NOW vs UL
+102.0%
+402.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | +0.3% | -3.3% | -3.2% |
| 30D | -27.0% | +7.0% | -34.0% | -28.8% |
| 3M | -17.7% | +5.8% | -23.5% | -19.4% |
| 6M | +12.7% | +16.1% | -3.4% | +6.8% |
| YTD | -32.9% | +4.5% | -37.4% | -34.7% |
| 1Y | -40.4% | -1.3% | -39.1% | -40.8% |
| 3Y | -17.1% | +35.0% | -52.1% | -28.9% |
| 5Y | -25.7% | +31.9% | -57.6% | -36.9% |
| 10Y | +504.6% | +99.3% | +405.4% | +366.5% |
| All | +504.6% | +102.0% | +402.6% | +366.5% |
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 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