+995.4%
TER vs UL
+109.3%
+886.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +14.4% | +1.1% | +13.2% | +14.0% |
| 30D | -30.6% | +4.5% | -35.1% | -31.7% |
| 3M | -39.2% | +6.5% | -45.7% | -40.7% |
| 6M | -31.3% | +18.2% | -49.4% | -36.2% |
| YTD | +29.1% | +4.7% | +24.4% | +24.9% |
| 1Y | +47.4% | +0.8% | +46.7% | +44.2% |
| 3Y | +191.2% | +35.9% | +155.3% | +141.7% |
| 5Y | +74.0% | +33.4% | +40.6% | +43.3% |
| All | +995.4% | +109.3% | +886.1% | +730.7% |
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 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