+62.1%
T vs UL
+34.1%
+28.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +7.0% | -8.7% | -3.5% |
| 3M | -7.3% | +5.8% | -13.1% | -8.8% |
| 6M | -11.2% | +16.1% | -27.3% | -14.9% |
| YTD | -8.1% | +4.5% | -12.5% | -9.4% |
| 1Y | -8.0% | -1.3% | -6.7% | -7.9% |
| 3Y | +62.1% | +35.0% | +27.2% | +58.6% |
| All | +62.1% | +34.1% | +28.0% | +58.6% |
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 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