+1,835.2%
TER vs UL
+68.0%
+1,767.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +11.0% | -1.3% | +12.3% | +11.4% |
| 30D | -1.9% | +0.9% | -2.8% | -2.3% |
| 3M | -0.7% | +14.2% | -14.9% | -6.3% |
| 6M | +36.4% | -3.2% | +39.6% | +36.3% |
| YTD | +92.4% | -0.3% | +92.8% | +89.9% |
| 1Y | +213.5% | -8.8% | +222.3% | +217.9% |
| 3Y | +277.2% | +23.9% | +253.4% | +226.3% |
| 5Y | +219.1% | +21.4% | +197.8% | +174.0% |
| All | +1,835.2% | +68.0% | +1,767.2% | +1,461.5% |
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