+239.8%
RF vs UL
+106.3%
+133.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | +2.6% | -2.2% | -0.6% |
| 30D | +6.2% | +6.8% | -0.6% | +3.7% |
| 3M | -7.8% | +5.7% | -13.6% | -9.8% |
| 6M | +5.9% | +15.9% | -9.9% | +0.1% |
| YTD | +9.0% | +4.3% | +4.8% | +6.4% |
| 1Y | +19.3% | -0.4% | +19.7% | +18.2% |
| 3Y | +116.4% | +35.0% | +81.5% | +85.4% |
| 5Y | +46.0% | +31.6% | +14.4% | +24.3% |
| 10Y | +239.8% | +104.6% | +135.2% | +186.3% |
| All | +239.8% | +106.3% | +133.5% | +186.3% |
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