+1,593.1%
T vs UL
+2,764.7%
-1,171.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -7.3% | +5.8% | -13.1% | -9.1% |
| 6M | -11.2% | +16.1% | -27.3% | -15.7% |
| YTD | -8.1% | +4.5% | -12.5% | -9.9% |
| 1Y | -8.0% | -1.3% | -6.7% | -8.3% |
| 3Y | +62.1% | +35.0% | +27.2% | +44.6% |
| 5Y | +55.7% | +31.9% | +23.8% | +37.7% |
| 10Y | +54.1% | +99.3% | -45.1% | +15.8% |
| All | +1,593.1% | +2,764.7% | -1,171.6% | +412.7% |
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