+234.1%
TER vs UL
-8.6%
+242.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +2.2% |
| 7D | +12.4% | -3.2% | +15.6% | +10.5% |
| 30D | +5.1% | -0.6% | +5.7% | +5.2% |
| 3M | +4.0% | +9.4% | -5.5% | +7.5% |
| 6M | +29.5% | -4.1% | +33.7% | +26.4% |
| YTD | +98.5% | -2.0% | +100.4% | +101.1% |
| 1Y | +234.1% | -9.0% | +243.1% | +215.1% |
| All | +234.1% | -8.6% | +242.7% | +215.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling