+108.2%
T vs UL
+24.1%
+84.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +7.6% | +0.9% | +6.7% | +7.3% |
| 3M | +15.3% | +14.2% | +1.1% | +10.9% |
| 6M | -8.5% | -3.2% | -5.3% | -7.7% |
| YTD | +6.8% | -0.3% | +7.1% | +6.6% |
| 1Y | -7.2% | -8.8% | +1.5% | -5.0% |
| 3Y | +108.2% | +23.9% | +84.4% | +107.4% |
| All | +108.2% | +24.1% | +84.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling