-25.1%
NOW vs UL
+33.5%
-58.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -27.0% | +4.5% | -31.5% | -27.7% |
| 3M | -19.6% | +6.5% | -26.1% | -20.7% |
| 6M | +17.5% | +18.2% | -0.7% | +13.7% |
| YTD | -33.3% | +4.7% | -37.9% | -34.3% |
| 1Y | -39.8% | +0.8% | -40.6% | -40.3% |
| 3Y | -19.9% | +35.9% | -55.8% | -29.1% |
| All | -25.1% | +33.5% | -58.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling