+1,077.0%
TER vs UL
+104.4%
+972.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.6% |
| 7D | +5.9% | -1.7% | +7.6% | +6.2% |
| 30D | -30.8% | +4.5% | -35.3% | -31.9% |
| 3M | -29.9% | +5.5% | -35.4% | -31.6% |
| 6M | -27.5% | +17.0% | -44.5% | -32.6% |
| YTD | +37.5% | +3.2% | +34.3% | +33.5% |
| 1Y | +50.3% | -1.9% | +52.1% | +48.2% |
| 3Y | +204.9% | +33.6% | +171.3% | +154.4% |
| 5Y | +89.2% | +31.5% | +57.7% | +56.4% |
| 10Y | +1,077.0% | +103.9% | +973.0% | +799.6% |
| All | +1,077.0% | +104.4% | +972.5% | +799.6% |
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