+64.3%
T vs UL
+67.9%
-3.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | +4.6% | -0.6% | +5.2% | +4.8% |
| 3M | +12.2% | +9.4% | +2.8% | +9.0% |
| 6M | -6.5% | -4.1% | -2.3% | -5.6% |
| YTD | +4.9% | -2.0% | +6.9% | +5.0% |
| 1Y | -10.5% | -9.0% | -1.5% | -8.3% |
| 3Y | +104.6% | +21.8% | +82.8% | +90.1% |
| 5Y | +64.2% | +20.6% | +43.6% | +51.0% |
| All | +64.3% | +67.9% | -3.6% | +41.6% |
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