+2,771.1%
NOW vs UL
+171.2%
+2,599.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.4% | -1.3% | -1.0% | -1.9% |
| 30D | +20.5% | +0.5% | +20.0% | +20.3% |
| 3M | +18.3% | +17.6% | +0.7% | +11.6% |
| 6M | +24.1% | -5.4% | +29.4% | +26.0% |
| YTD | -7.8% | +0.7% | -8.5% | -9.0% |
| 1Y | -21.4% | -9.3% | -12.1% | -19.5% |
| 3Y | +19.5% | +24.5% | -5.0% | +5.6% |
| 5Y | +4.1% | +23.2% | -19.1% | -9.3% |
| 10Y | +826.4% | +64.5% | +761.9% | +604.2% |
| All | +2,771.1% | +171.2% | +2,599.9% | +1,860.7% |
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